+230.9%
ASTS vs TWLO
+111.2%
+119.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.5% | +6.9% |
| 7D | -21.1% | -1.5% | -19.6% | -20.6% |
| 30D | -46.7% | -26.0% | -20.7% | -41.9% |
| 3M | -52.0% | +4.6% | -56.6% | -53.6% |
| 6M | -54.3% | +5.5% | -59.8% | -56.4% |
| YTD | -55.5% | +42.0% | -97.5% | -62.6% |
| 1Y | -50.5% | +58.5% | -108.9% | -59.8% |
| 3Y | +706.2% | +279.7% | +426.6% | +385.2% |
| 5Y | +165.2% | -35.0% | +200.2% | +124.8% |
| All | +230.9% | +111.2% | +119.7% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling