+147.7%
ASTS vs IWD
+70.2%
+77.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.6% | -12.6% | -9.6% |
| 7D | -29.9% | -0.9% | -29.0% | -28.3% |
| 30D | -52.2% | +2.6% | -54.8% | -54.7% |
| 3M | -55.8% | +1.2% | -57.1% | -57.0% |
| 6M | -52.7% | +12.1% | -64.8% | -63.0% |
| YTD | -58.4% | +24.1% | -82.6% | -73.3% |
| 1Y | -57.1% | +28.5% | -85.6% | -74.0% |
| 3Y | +629.5% | +79.5% | +550.0% | +135.5% |
| 5Y | +147.7% | +70.3% | +77.4% | -6.2% |
| All | +147.7% | +70.2% | +77.5% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling