+277.6%
ASTS vs TW
+215.5%
+62.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.4% | +13.7% | +14.0% |
| 7D | +1.5% | +3.4% | -1.9% | +0.9% |
| 30D | -27.6% | +15.5% | -43.1% | -29.8% |
| 3M | -48.7% | +25.1% | -73.9% | -51.3% |
| 6M | -50.8% | +18.2% | -69.0% | -53.2% |
| YTD | -49.2% | +19.7% | -68.9% | -51.9% |
| 1Y | -46.7% | +18.1% | -64.8% | -49.2% |
| 3Y | +793.2% | +40.5% | +752.7% | +664.5% |
| 5Y | +195.6% | +37.1% | +158.5% | +140.5% |
| All | +277.6% | +215.5% | +62.1% | +186.6% |
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