+715.0%
ASTS vs IWF
+65.9%
+649.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -3.2% |
| 7D | +0.8% | +2.8% | -2.0% | -3.8% |
| 30D | -22.6% | -7.5% | -15.1% | -7.1% |
| 3M | -54.4% | -8.5% | -45.9% | -43.5% |
| 6M | -56.4% | -7.4% | -49.0% | -45.5% |
| YTD | -55.1% | -2.6% | -52.5% | -48.4% |
| 1Y | -46.9% | -1.8% | -45.1% | -38.9% |
| 3Y | +715.0% | +65.5% | +649.5% | +609.0% |
| All | +715.0% | +65.9% | +649.1% | +609.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling