+653.1%
ASTS vs IWD
+79.4%
+573.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.6% | -12.6% | -9.3% |
| 7D | -29.9% | -0.9% | -29.0% | -28.2% |
| 30D | -52.2% | +2.6% | -54.8% | -54.9% |
| 3M | -55.8% | +1.2% | -57.1% | -57.0% |
| 6M | -52.7% | +12.1% | -64.8% | -63.7% |
| YTD | -58.4% | +24.1% | -82.6% | -74.2% |
| 1Y | -57.1% | +28.5% | -85.6% | -74.9% |
| All | +653.1% | +79.4% | +573.7% | +166.6% |
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 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