+244.8%
ASTS vs WTW
+95.1%
+149.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.8% | -10.5% | -9.1% |
| 7D | -9.3% | +1.6% | -10.9% | -9.8% |
| 30D | -33.9% | +12.4% | -46.3% | -36.0% |
| 3M | -51.0% | -2.6% | -48.4% | -50.9% |
| 6M | -55.1% | +30.8% | -85.9% | -58.7% |
| YTD | -53.6% | +2.3% | -56.0% | -54.2% |
| 1Y | -51.0% | +4.9% | -55.8% | -52.0% |
| 3Y | +681.7% | +43.9% | +637.8% | +576.8% |
| 5Y | +182.4% | +53.8% | +128.6% | +135.6% |
| All | +244.8% | +95.1% | +149.7% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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