+538.9%
ASTS vs TWLO
+137.5%
+401.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.8% |
| 7D | 0.0% | +0.2% | -0.2% | -0.2% |
| 30D | -9.2% | -9.1% | -0.1% | -6.9% |
| 3M | -29.6% | +11.0% | -40.6% | -32.5% |
| 6M | -30.5% | +79.4% | -109.8% | -44.2% |
| YTD | -14.1% | +59.7% | -73.8% | -29.6% |
| 1Y | +69.1% | +112.3% | -43.2% | +26.0% |
| 3Y | +1,525.5% | +247.0% | +1,278.6% | +916.0% |
| 5Y | +425.9% | -35.6% | +461.4% | +340.8% |
| All | +538.9% | +137.5% | +401.3% | +435.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling