+431.2%
ASTS vs GWW
+224.0%
+207.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +7.3% | +1.4% | +5.9% | +6.5% |
| 30D | -8.9% | +3.3% | -12.1% | -10.5% |
| 3M | -41.9% | +2.9% | -44.8% | -43.8% |
| 6M | -40.6% | +15.8% | -56.4% | -46.2% |
| YTD | -14.2% | +32.0% | -46.2% | -26.9% |
| 1Y | +48.9% | +29.9% | +19.0% | +28.0% |
| 3Y | +1,461.7% | +91.1% | +1,370.6% | +975.1% |
| All | +431.2% | +224.0% | +207.2% | +184.1% |
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