+425.9%
ASTS vs GWRE
+15.9%
+409.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.0% | -0.6% | -4.0% |
| 7D | 0.0% | -26.2% | +26.2% | +9.1% |
| 30D | -9.2% | -17.8% | +8.5% | -5.4% |
| 3M | -29.6% | +14.2% | -43.9% | -37.2% |
| 6M | -30.5% | -12.9% | -17.6% | -32.3% |
| YTD | -14.1% | -29.2% | +15.2% | -8.7% |
| 1Y | +69.1% | -44.4% | +113.5% | +107.3% |
| 3Y | +1,525.5% | +51.1% | +1,474.4% | +906.1% |
| 5Y | +425.9% | +16.5% | +409.3% | +304.6% |
| All | +425.9% | +15.9% | +409.9% | +304.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling