+193.2%
ASTS vs IAG
+461.2%
-268.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.4% | +11.1% | +9.3% |
| 7D | +2.8% | +3.4% | -0.6% | +2.2% |
| 30D | -28.8% | -2.7% | -26.1% | -28.4% |
| 3M | -48.9% | -0.5% | -48.4% | -48.9% |
| 6M | -55.6% | -4.8% | -50.8% | -55.4% |
| YTD | -49.6% | +9.6% | -59.2% | -50.5% |
| 1Y | -46.1% | +32.2% | -78.2% | -48.4% |
| 3Y | +749.7% | +692.5% | +57.1% | +531.1% |
| 5Y | +193.2% | +447.6% | -254.4% | +121.1% |
| All | +193.2% | +461.2% | -268.0% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling