-46.3%
ASTS vs IAG
+52.4%
-98.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.8% | +8.3% | +10.8% |
| 7D | +1.5% | +24.0% | -22.5% | -10.4% |
| 30D | -27.6% | +5.5% | -33.1% | -29.9% |
| 3M | -48.7% | +8.3% | -57.0% | -51.6% |
| 6M | -50.8% | +6.1% | -56.9% | -54.0% |
| YTD | -49.2% | +20.3% | -69.5% | -57.1% |
| All | -46.3% | +52.4% | -98.7% | -60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling