+230.9%
ASTS vs GWW
+402.7%
-171.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.3% |
| 7D | -21.1% | +6.2% | -27.3% | -22.4% |
| 30D | -46.7% | +14.2% | -60.9% | -48.8% |
| 3M | -52.0% | +12.7% | -64.7% | -53.8% |
| 6M | -54.3% | +23.9% | -78.1% | -57.9% |
| YTD | -55.5% | +43.9% | -99.4% | -60.7% |
| 1Y | -50.5% | +52.7% | -103.2% | -56.9% |
| 3Y | +706.2% | +92.9% | +613.3% | +556.2% |
| 5Y | +165.2% | +219.6% | -54.4% | +94.5% |
| All | +230.9% | +402.7% | -171.8% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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