+815.5%
ASTS vs IAG
+696.0%
+119.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.4% | +11.1% | +9.5% |
| 7D | +2.8% | +3.4% | -0.6% | +2.0% |
| 30D | -28.8% | -2.7% | -26.1% | -28.2% |
| 3M | -48.9% | -0.5% | -48.4% | -49.0% |
| 6M | -55.6% | -4.8% | -50.8% | -55.5% |
| YTD | -49.6% | +9.6% | -59.2% | -51.0% |
| 1Y | -46.1% | +32.2% | -78.2% | -49.3% |
| All | +815.5% | +696.0% | +119.5% | +498.4% |
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