-49.2%
ASTS vs ITW
+24.0%
-73.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -4.5% |
| 7D | -15.8% | +6.3% | -22.1% | -16.9% |
| 30D | -39.0% | +11.1% | -50.1% | -40.7% |
| 3M | -49.3% | +0.1% | -49.4% | -48.9% |
| 6M | -47.9% | +18.1% | -66.0% | -53.6% |
| YTD | -51.0% | +21.4% | -72.4% | -59.3% |
| 1Y | -49.2% | +22.9% | -72.0% | -59.2% |
| All | -49.2% | +24.0% | -73.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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