+457.0%
ASTS vs ITW
+36.7%
+420.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.6% |
| 7D | +18.5% | -0.4% | +18.9% | +18.9% |
| 30D | -8.1% | -9.4% | +1.3% | +0.8% |
| 3M | -28.2% | +7.1% | -35.3% | -35.2% |
| 6M | -26.1% | -1.9% | -24.3% | -27.0% |
| YTD | -9.0% | +10.4% | -19.4% | -20.8% |
| 1Y | +62.2% | +3.3% | +58.9% | +50.5% |
| 3Y | +1,621.9% | +21.0% | +1,600.9% | +1,232.8% |
| 5Y | +457.0% | +36.3% | +420.7% | +247.6% |
| All | +457.0% | +36.7% | +420.3% | +247.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling