-46.9%
ASTS vs IAG
+19.6%
-66.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -6.1% |
| 7D | +0.8% | -7.7% | +8.5% | +6.1% |
| 30D | -22.6% | +1.6% | -24.2% | -23.7% |
| 3M | -54.4% | -2.4% | -52.0% | -54.3% |
| 6M | -56.4% | -7.8% | -48.6% | -55.7% |
| YTD | -55.1% | +5.0% | -60.1% | -59.6% |
| 1Y | -46.9% | +25.7% | -72.6% | -60.3% |
| All | -46.9% | +19.6% | -66.6% | -60.3% |
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