+48.9%
ASTS vs TWLO
+123.2%
-74.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.8% |
| 7D | +7.3% | -2.0% | +9.4% | +7.6% |
| 30D | -8.9% | +20.6% | -29.5% | -11.8% |
| 3M | -41.9% | -1.5% | -40.4% | -42.7% |
| 6M | -40.6% | +89.4% | -130.0% | -47.8% |
| YTD | -14.2% | +63.8% | -78.0% | -21.3% |
| 1Y | +48.9% | +119.7% | -70.9% | +14.6% |
| All | +48.9% | +123.2% | -74.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling