+230.9%
ASTS vs IAG
+405.7%
-174.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.2% | -0.1% | +5.8% |
| 7D | -21.1% | +21.4% | -42.5% | -23.8% |
| 30D | -46.7% | +4.0% | -50.7% | -47.1% |
| 3M | -52.0% | +17.0% | -69.0% | -53.3% |
| 6M | -54.3% | +1.4% | -55.7% | -54.6% |
| YTD | -55.5% | +13.8% | -69.3% | -56.3% |
| 1Y | -50.5% | +55.8% | -106.3% | -52.8% |
| 3Y | +706.2% | +647.4% | +58.8% | +570.4% |
| 5Y | +165.2% | +519.1% | -353.9% | +113.6% |
| All | +230.9% | +405.7% | -174.7% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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