+168.5%
ASTS vs IWF
+58.9%
+109.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.1% |
| 7D | +14.2% | +5.3% | +9.0% | +5.0% |
| 30D | -26.7% | -8.6% | -18.1% | -11.6% |
| 3M | -53.6% | -6.5% | -47.0% | -45.9% |
| 6M | -52.7% | -5.6% | -47.1% | -44.0% |
| YTD | -52.5% | -1.5% | -51.0% | -47.1% |
| 1Y | -46.5% | -2.8% | -43.7% | -38.1% |
| 3Y | +700.5% | +67.1% | +633.3% | +314.9% |
| 5Y | +168.5% | +57.6% | +110.9% | +57.6% |
| All | +168.5% | +58.9% | +109.6% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling