+1,505.9%
ASTS vs IWD
+70.7%
+1,435.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.9% |
| 7D | +7.3% | -0.3% | +7.6% | +8.1% |
| 30D | -8.9% | +0.6% | -9.5% | -10.3% |
| 3M | -41.9% | +7.2% | -49.1% | -51.3% |
| 6M | -40.6% | +16.2% | -56.8% | -58.1% |
| YTD | -14.2% | +23.3% | -37.5% | -46.7% |
| 1Y | +48.9% | +29.6% | +19.3% | -15.3% |
| All | +1,505.9% | +70.7% | +1,435.3% | +380.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling