-50.5%
ASTS vs IAG
+55.8%
-106.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.2% | -0.1% | +3.0% |
| 7D | -21.1% | +21.4% | -42.5% | -30.0% |
| 30D | -46.7% | +4.0% | -50.7% | -48.3% |
| 3M | -52.0% | +17.0% | -69.0% | -57.2% |
| 6M | -54.3% | +1.4% | -55.7% | -56.1% |
| YTD | -55.5% | +13.8% | -69.3% | -61.2% |
| 1Y | -50.5% | +55.8% | -106.3% | -65.2% |
| All | -50.5% | +55.8% | -106.3% | -65.2% |
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