+230.9%
ASTS vs TW
+214.2%
+16.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +6.9% | +7.0% |
| 7D | -21.1% | +4.2% | -25.3% | -21.8% |
| 30D | -46.7% | +18.9% | -65.6% | -48.7% |
| 3M | -52.0% | +23.8% | -75.8% | -54.3% |
| 6M | -54.3% | +17.0% | -71.3% | -56.4% |
| YTD | -55.5% | +19.2% | -74.7% | -57.8% |
| 1Y | -50.5% | +20.1% | -70.6% | -53.1% |
| 3Y | +706.2% | +40.5% | +665.7% | +589.4% |
| 5Y | +165.2% | +38.0% | +127.2% | +115.6% |
| All | +230.9% | +214.2% | +16.7% | +151.3% |
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