+230.9%
ASTS vs IWD
+126.7%
+104.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.4% | +7.4% |
| 7D | -21.1% | -0.5% | -20.6% | -20.6% |
| 30D | -46.7% | +2.7% | -49.4% | -48.0% |
| 3M | -52.0% | +0.9% | -52.9% | -52.3% |
| 6M | -54.3% | +10.5% | -64.8% | -58.4% |
| YTD | -55.5% | +23.7% | -79.2% | -63.3% |
| 1Y | -50.5% | +28.7% | -79.2% | -60.4% |
| 3Y | +706.2% | +79.7% | +626.5% | +415.7% |
| 5Y | +165.2% | +69.7% | +95.5% | +77.3% |
| All | +230.9% | +126.7% | +104.2% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling