+457.0%
ASTS vs WTW
+54.0%
+403.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.8% | +8.9% | +7.3% |
| 7D | +18.5% | -2.7% | +21.2% | +19.8% |
| 30D | -8.1% | -5.6% | -2.4% | -6.1% |
| 3M | -28.2% | +26.5% | -54.7% | -36.2% |
| 6M | -26.1% | +8.1% | -34.2% | -29.7% |
| YTD | -9.0% | -0.3% | -8.7% | -9.3% |
| 1Y | +62.2% | -0.9% | +63.0% | +61.9% |
| 3Y | +1,621.9% | +66.6% | +1,555.2% | +979.2% |
| 5Y | +457.0% | +54.0% | +403.1% | +254.0% |
| All | +457.0% | +54.0% | +403.0% | +254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling