+653.1%
ASTS vs IAG
+573.1%
+80.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.2% | -15.4% | -15.3% |
| 7D | -29.9% | +4.5% | -34.4% | -31.2% |
| 30D | -52.2% | -5.7% | -46.5% | -51.5% |
| 3M | -55.8% | +10.1% | -66.0% | -57.5% |
| 6M | -52.7% | +7.3% | -60.0% | -54.1% |
| YTD | -58.4% | +6.1% | -64.5% | -59.3% |
| 1Y | -57.1% | +46.8% | -103.9% | -60.3% |
| All | +653.1% | +573.1% | +80.0% | +386.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling