+538.9%
ASTS vs ITW
+81.2%
+457.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.8% | -4.7% |
| 7D | 0.0% | -1.9% | +1.9% | +1.0% |
| 30D | -9.2% | -10.4% | +1.1% | -4.1% |
| 3M | -29.6% | +3.5% | -33.2% | -31.9% |
| 6M | -30.5% | -3.4% | -27.1% | -30.1% |
| YTD | -14.1% | +8.5% | -22.6% | -18.7% |
| 1Y | +69.1% | +3.2% | +65.9% | +63.6% |
| 3Y | +1,525.5% | +18.9% | +1,506.6% | +1,384.7% |
| 5Y | +425.9% | +35.0% | +390.8% | +357.3% |
| All | +538.9% | +81.2% | +457.7% | +447.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling