+537.8%
ASTS vs WTW
+95.6%
+442.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | +7.3% | -2.6% | +10.0% | +8.1% |
| 30D | -8.9% | -1.0% | -7.9% | -8.7% |
| 3M | -41.9% | +29.9% | -71.8% | -46.2% |
| 6M | -40.6% | +10.7% | -51.3% | -42.6% |
| YTD | -14.2% | +2.6% | -16.8% | -15.1% |
| 1Y | +48.9% | +2.8% | +46.1% | +47.1% |
| 3Y | +1,461.7% | +67.3% | +1,394.4% | +1,190.8% |
| 5Y | +404.1% | +56.6% | +347.5% | +321.5% |
| All | +537.8% | +95.6% | +442.2% | +437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling