+1,621.9%
ASTS vs GWRE
+66.3%
+1,555.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -7.8% | +13.9% | +7.3% |
| 7D | +18.5% | -25.6% | +44.0% | +23.2% |
| 30D | -8.1% | -12.2% | +4.1% | -7.4% |
| 3M | -28.2% | +17.7% | -45.9% | -33.0% |
| 6M | -26.1% | -11.3% | -14.8% | -26.3% |
| YTD | -9.0% | -25.5% | +16.6% | -3.5% |
| 1Y | +62.2% | -42.8% | +105.0% | +93.0% |
| 3Y | +1,621.9% | +59.0% | +1,562.9% | +1,219.1% |
| All | +1,621.9% | +66.3% | +1,555.5% | +1,219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling