+253.1%
ASTS vs WTW
+92.7%
+160.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -5.4% |
| 7D | +14.2% | -2.3% | +16.5% | +14.8% |
| 30D | -26.7% | +10.7% | -37.4% | -28.7% |
| 3M | -53.6% | -3.1% | -50.5% | -53.4% |
| 6M | -52.7% | +31.7% | -84.4% | -56.6% |
| YTD | -52.5% | +1.1% | -53.6% | -53.0% |
| 1Y | -46.5% | +4.1% | -50.6% | -47.6% |
| 3Y | +700.5% | +42.1% | +658.4% | +595.2% |
| 5Y | +168.5% | +52.2% | +116.3% | +124.7% |
| All | +253.1% | +92.7% | +160.4% | +197.4% |
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