+537.8%
ASTS vs IAG
+452.0%
+85.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +7.3% | -0.5% | +7.9% | +7.5% |
| 30D | -8.9% | +28.9% | -37.8% | -12.6% |
| 3M | -41.9% | +19.1% | -61.1% | -43.5% |
| 6M | -40.6% | -10.3% | -30.3% | -40.3% |
| YTD | -14.2% | +24.2% | -38.4% | -16.9% |
| 1Y | +48.9% | +116.5% | -67.6% | +37.3% |
| 3Y | +1,461.7% | +742.8% | +718.9% | +1,180.0% |
| 5Y | +404.1% | +753.3% | -349.2% | +301.4% |
| All | +537.8% | +452.0% | +85.7% | +411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling