+277.6%
ASTS vs IWD
+131.3%
+146.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.0% | +12.1% | +12.1% |
| 7D | +1.5% | +1.3% | +0.3% | +0.7% |
| 30D | -27.6% | +3.6% | -31.2% | -29.8% |
| 3M | -48.7% | +2.3% | -51.1% | -49.7% |
| 6M | -50.8% | +13.0% | -63.9% | -56.3% |
| YTD | -49.2% | +26.2% | -75.4% | -58.8% |
| 1Y | -46.7% | +30.5% | -77.1% | -57.9% |
| 3Y | +793.2% | +86.2% | +707.0% | +455.2% |
| 5Y | +195.6% | +72.9% | +122.7% | +94.1% |
| All | +277.6% | +131.3% | +146.3% | +139.6% |
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