+277.6%
ASTS vs ITW
+98.0%
+179.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.1% | +12.0% | +13.1% |
| 7D | +1.5% | -1.1% | +2.7% | +2.3% |
| 30D | -27.6% | +8.6% | -36.2% | -30.7% |
| 3M | -48.7% | -2.7% | -46.0% | -48.2% |
| 6M | -50.8% | +14.0% | -64.8% | -54.9% |
| YTD | -49.2% | +18.6% | -67.8% | -54.2% |
| 1Y | -46.7% | +19.8% | -66.5% | -52.2% |
| 3Y | +793.2% | +34.8% | +758.4% | +664.1% |
| 5Y | +195.6% | +37.5% | +158.1% | +145.2% |
| All | +277.6% | +98.0% | +179.5% | +208.2% |
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