+230.9%
ASTS vs IWF
+183.3%
+47.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.8% | +5.5% |
| 7D | -21.1% | -5.0% | -16.1% | -15.1% |
| 30D | -46.7% | -13.2% | -33.5% | -35.7% |
| 3M | -52.0% | -9.4% | -42.6% | -44.6% |
| 6M | -54.3% | -8.6% | -45.7% | -46.4% |
| YTD | -55.5% | -5.3% | -50.2% | -49.5% |
| 1Y | -50.5% | -5.0% | -45.5% | -43.3% |
| 3Y | +706.2% | +64.6% | +641.6% | +477.6% |
| 5Y | +165.2% | +50.8% | +114.4% | +93.4% |
| All | +230.9% | +183.3% | +47.6% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling