+174.0%
ASTS vs IAU
+120.1%
+53.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.9% | +7.4% |
| 7D | -21.1% | +4.7% | -25.8% | -23.0% |
| 30D | -46.7% | -0.9% | -45.8% | -46.6% |
| 3M | -52.0% | -4.4% | -47.6% | -51.0% |
| 6M | -54.3% | -13.5% | -40.8% | -51.5% |
| YTD | -55.5% | -5.9% | -49.6% | -52.2% |
| 1Y | -50.5% | +1.9% | -52.4% | -46.8% |
| 3Y | +706.2% | +104.1% | +602.2% | +846.7% |
| All | +174.0% | +120.1% | +53.9% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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