+174.0%
ASTS vs TW
+37.3%
+136.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +6.9% | +7.0% |
| 7D | -21.1% | +4.2% | -25.3% | -21.9% |
| 30D | -46.7% | +18.9% | -65.6% | -49.2% |
| 3M | -52.0% | +23.8% | -75.8% | -55.0% |
| 6M | -54.3% | +17.0% | -71.3% | -56.9% |
| YTD | -55.5% | +19.2% | -74.7% | -58.5% |
| 1Y | -50.5% | +20.1% | -70.6% | -53.8% |
| 3Y | +706.2% | +40.5% | +665.7% | +505.9% |
| All | +174.0% | +37.3% | +136.7% | +116.2% |
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