+681.7%
ASTS vs IWD
+85.4%
+596.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | -9.3% | +1.6% | -10.9% | -11.9% |
| 30D | -33.9% | +3.6% | -37.5% | -38.6% |
| 3M | -51.0% | +2.0% | -53.1% | -53.0% |
| 6M | -55.1% | +13.1% | -68.2% | -66.2% |
| YTD | -53.6% | +26.2% | -79.8% | -72.2% |
| 1Y | -51.0% | +29.6% | -80.5% | -71.9% |
| 3Y | +681.7% | +84.3% | +597.4% | +170.4% |
| All | +681.7% | +85.4% | +596.3% | +170.4% |
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