+233.7%
ASTS vs TW
+226.6%
+7.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.7% |
| 7D | +0.8% | +3.9% | -3.1% | +0.1% |
| 30D | -22.6% | +19.9% | -42.6% | -25.5% |
| 3M | -54.4% | +25.9% | -80.4% | -56.7% |
| 6M | -56.4% | +21.1% | -77.6% | -58.7% |
| YTD | -55.1% | +23.9% | -79.0% | -57.8% |
| 1Y | -46.9% | +21.2% | -68.2% | -49.7% |
| 3Y | +715.0% | +44.8% | +670.2% | +593.9% |
| 5Y | +153.7% | +41.4% | +112.3% | +105.0% |
| All | +233.7% | +226.6% | +7.1% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling