+230.9%
ASTS vs GWW
+401.8%
-170.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.3% |
| 7D | -21.1% | +6.0% | -27.1% | -22.4% |
| 30D | -46.7% | +14.0% | -60.7% | -48.7% |
| 3M | -52.0% | +12.5% | -64.6% | -53.8% |
| 6M | -54.3% | +23.6% | -77.9% | -57.8% |
| YTD | -55.5% | +43.6% | -99.1% | -60.6% |
| 1Y | -50.5% | +52.5% | -103.0% | -56.9% |
| 3Y | +706.2% | +92.6% | +613.7% | +556.6% |
| 5Y | +165.2% | +219.0% | -53.8% | +94.6% |
| All | +230.9% | +401.8% | -170.9% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling