-49.2%
ASTS vs IWF
-1.6%
-47.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -5.2% |
| 7D | -15.8% | -4.2% | -11.6% | -5.3% |
| 30D | -39.0% | -8.1% | -30.9% | -22.1% |
| 3M | -49.3% | -5.1% | -44.3% | -40.5% |
| 6M | -47.9% | -1.4% | -46.5% | -42.6% |
| YTD | -51.0% | -0.1% | -50.9% | -46.5% |
| 1Y | -49.2% | -1.3% | -47.9% | -41.6% |
| All | -49.2% | -1.6% | -47.5% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling