+195.6%
ASTS vs WTW
+51.1%
+144.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.6% | +14.7% | +14.3% |
| 7D | +1.5% | +0.5% | +1.1% | +1.2% |
| 30D | -27.6% | +10.4% | -38.0% | -31.0% |
| 3M | -48.7% | -4.8% | -43.9% | -48.0% |
| 6M | -50.8% | +28.5% | -79.3% | -57.4% |
| YTD | -49.2% | +0.5% | -49.8% | -49.9% |
| 1Y | -46.7% | +1.6% | -48.3% | -47.8% |
| 3Y | +793.2% | +42.5% | +750.7% | +520.3% |
| 5Y | +195.6% | +49.8% | +145.8% | +78.0% |
| All | +195.6% | +51.1% | +144.5% | +78.0% |
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