+431.2%
ASTS vs IWD
+73.6%
+357.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.7% |
| 7D | +7.3% | -0.3% | +7.6% | +8.0% |
| 30D | -8.9% | +0.6% | -9.5% | -10.1% |
| 3M | -41.9% | +7.2% | -49.1% | -50.5% |
| 6M | -40.6% | +16.2% | -56.8% | -56.5% |
| YTD | -14.2% | +23.3% | -37.5% | -44.1% |
| 1Y | +48.9% | +29.6% | +19.3% | -10.6% |
| 3Y | +1,461.7% | +70.5% | +1,391.2% | +467.1% |
| All | +431.2% | +73.6% | +357.6% | +104.5% |
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