+253.1%
ASTS vs GWRE
+41.6%
+211.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -6.1% |
| 7D | +14.2% | -4.4% | +18.6% | +15.7% |
| 30D | -26.7% | -3.5% | -23.2% | -26.4% |
| 3M | -53.6% | -7.6% | -46.0% | -54.0% |
| 6M | -52.7% | +21.8% | -74.5% | -59.5% |
| YTD | -52.5% | -20.4% | -32.1% | -52.5% |
| 1Y | -46.5% | -27.6% | -18.9% | -43.7% |
| 3Y | +700.5% | +75.7% | +624.8% | +421.5% |
| 5Y | +168.5% | +27.8% | +140.7% | +87.8% |
| All | +253.1% | +41.6% | +211.5% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling