+160.4%
ASTS vs TW
+41.2%
+119.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.2% |
| 3M | -54.4% | +25.9% | -80.4% | -57.3% |
| 6M | -56.4% | +21.1% | -77.6% | -59.2% |
| YTD | -55.1% | +23.9% | -79.0% | -58.5% |
| 1Y | -46.9% | +21.2% | -68.2% | -50.3% |
| 3Y | +715.0% | +44.8% | +670.2% | +512.4% |
| All | +160.4% | +41.2% | +119.2% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling