+160.4%
ASTS vs GWW
+218.6%
-58.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.1% |
| 7D | +0.8% | +3.6% | -2.7% | -0.7% |
| 30D | -22.6% | +12.1% | -34.8% | -26.6% |
| 3M | -54.4% | +12.9% | -67.3% | -57.1% |
| 6M | -56.4% | +19.3% | -75.7% | -60.8% |
| YTD | -55.1% | +48.7% | -103.8% | -64.0% |
| 1Y | -46.9% | +60.5% | -107.4% | -58.9% |
| 3Y | +715.0% | +93.3% | +621.7% | +457.3% |
| All | +160.4% | +218.6% | -58.3% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling