+537.8%
ASTS vs IAU
+188.7%
+349.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +7.3% | -0.5% | +7.9% | +7.6% |
| 30D | -8.9% | +4.4% | -13.3% | -10.0% |
| 3M | -41.9% | -1.1% | -40.9% | -41.7% |
| 6M | -40.6% | -13.7% | -26.9% | -38.7% |
| YTD | -14.2% | +2.7% | -16.9% | -12.1% |
| 1Y | +48.9% | +24.6% | +24.2% | +53.7% |
| 3Y | +1,461.7% | +126.8% | +1,334.8% | +1,596.7% |
| 5Y | +404.1% | +139.5% | +264.6% | +430.8% |
| All | +537.8% | +188.7% | +349.0% | +559.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling