+274.8%
ASTS vs TW
+221.3%
+53.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +7.9% | +8.6% |
| 7D | +2.8% | +2.8% | 0.0% | +2.2% |
| 30D | -28.8% | +18.1% | -46.9% | -31.3% |
| 3M | -48.9% | +25.2% | -74.1% | -51.5% |
| 6M | -55.6% | +19.1% | -74.8% | -57.8% |
| YTD | -49.6% | +21.9% | -71.5% | -52.4% |
| 1Y | -46.1% | +18.9% | -65.0% | -48.7% |
| 3Y | +749.7% | +41.7% | +707.9% | +627.5% |
| 5Y | +193.2% | +40.4% | +152.8% | +137.5% |
| All | +274.8% | +221.3% | +53.5% | +183.5% |
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