-43.8%
ASTS vs IAG
+18.4%
-62.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.1% | -0.6% | -2.7% |
| 7D | +14.2% | -2.1% | +16.3% | +16.3% |
| 30D | -26.7% | -6.2% | -20.5% | -24.0% |
| 3M | -53.6% | -5.1% | -48.4% | -52.7% |
| 6M | -52.7% | -10.0% | -42.7% | -51.3% |
| YTD | -52.5% | +3.9% | -56.4% | -57.0% |
| All | -43.8% | +18.4% | -62.2% | -57.7% |
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