+48.9%
ASTS vs IWD
+30.5%
+18.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +2.4% |
| 7D | +7.3% | -0.3% | +7.6% | +8.3% |
| 30D | -8.9% | +0.6% | -9.5% | -10.9% |
| 3M | -41.9% | +7.2% | -49.1% | -55.3% |
| 6M | -40.6% | +16.2% | -56.8% | -65.8% |
| YTD | -14.2% | +23.3% | -37.5% | -61.4% |
| 1Y | +48.9% | +29.6% | +19.3% | -40.3% |
| All | +48.9% | +30.5% | +18.4% | -40.3% |
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