+48.9%
ASTS vs TW
-15.9%
+64.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.6% |
| 7D | +7.3% | -2.3% | +9.7% | +6.7% |
| 30D | -8.9% | +3.9% | -12.8% | -7.6% |
| 3M | -41.9% | +5.7% | -47.6% | -40.9% |
| 6M | -40.6% | -14.5% | -26.1% | -38.0% |
| YTD | -14.2% | -0.9% | -13.3% | -4.6% |
| 1Y | +48.9% | -13.5% | +62.4% | +45.9% |
| All | +48.9% | -15.9% | +64.8% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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