+538.9%
ASTS vs WTW
+83.3%
+455.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.6% | -2.0% | -4.7% |
| 7D | 0.0% | -7.1% | +7.1% | +1.9% |
| 30D | -9.2% | -8.5% | -0.7% | -7.3% |
| 3M | -29.6% | +20.6% | -50.2% | -33.5% |
| 6M | -30.5% | +7.2% | -37.7% | -32.5% |
| YTD | -14.1% | -3.9% | -10.2% | -13.6% |
| 1Y | +69.1% | -3.6% | +72.7% | +69.8% |
| 3Y | +1,525.5% | +60.7% | +1,464.8% | +1,254.7% |
| 5Y | +425.9% | +42.2% | +383.7% | +347.3% |
| All | +538.9% | +83.3% | +455.6% | +446.9% |
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