+1,539.7%
ASTS vs IWF
+81.4%
+1,458.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +0.5% | +6.8% | +6.3% |
| 30D | -8.9% | -0.4% | -8.5% | -7.7% |
| 3M | -41.9% | -2.6% | -39.3% | -36.8% |
| 6M | -40.6% | +9.1% | -49.7% | -47.1% |
| YTD | -14.2% | +4.5% | -18.7% | -17.1% |
| 1Y | +48.9% | +10.1% | +38.8% | +35.0% |
| All | +1,539.7% | +81.4% | +1,458.3% | +789.7% |
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