+62.2%
ASTS vs GWW
+30.8%
+31.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.7% | +8.8% | +7.4% |
| 7D | +18.5% | -1.5% | +20.0% | +19.0% |
| 30D | -8.1% | +1.1% | -9.2% | -9.2% |
| 3M | -28.2% | -1.0% | -27.2% | -30.9% |
| 6M | -26.1% | +16.3% | -42.4% | -42.5% |
| YTD | -9.0% | +28.5% | -37.5% | -37.8% |
| 1Y | +62.2% | +30.3% | +31.9% | +10.0% |
| All | +62.2% | +30.8% | +31.3% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling