+1,621.9%
ASTS vs WTW
+65.4%
+1,556.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.8% | +8.9% | +6.4% |
| 7D | +18.5% | -2.7% | +21.2% | +18.8% |
| 30D | -8.1% | -5.6% | -2.4% | -7.5% |
| 3M | -28.2% | +26.5% | -54.7% | -30.8% |
| 6M | -26.1% | +8.1% | -34.2% | -26.0% |
| YTD | -9.0% | -0.3% | -8.7% | -6.0% |
| 1Y | +62.2% | -0.9% | +63.0% | +67.6% |
| 3Y | +1,621.9% | +66.6% | +1,555.2% | +1,043.9% |
| All | +1,621.9% | +65.4% | +1,556.5% | +1,043.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling