-49.2%
ASTS vs IWD
+33.0%
-82.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -11.6% |
| 7D | -15.8% | +2.5% | -18.3% | -22.3% |
| 30D | -39.0% | +6.0% | -45.0% | -49.5% |
| 3M | -49.3% | +3.8% | -53.1% | -55.2% |
| 6M | -47.9% | +16.3% | -64.3% | -70.3% |
| YTD | -51.0% | +27.5% | -78.4% | -81.7% |
| 1Y | -49.2% | +32.8% | -82.0% | -83.9% |
| All | -49.2% | +33.0% | -82.2% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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