+209.1%
ASTS vs IAU
+166.6%
+42.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.0% | -15.5% |
| 7D | -29.9% | +1.9% | -31.8% | -30.4% |
| 30D | -52.2% | -1.7% | -50.4% | -51.9% |
| 3M | -55.8% | -3.6% | -52.3% | -55.2% |
| 6M | -52.7% | -10.1% | -42.6% | -51.1% |
| YTD | -58.4% | -5.1% | -53.3% | -56.3% |
| 1Y | -57.1% | +2.6% | -59.7% | -54.8% |
| 3Y | +629.5% | +104.1% | +525.4% | +707.6% |
| 5Y | +147.7% | +122.8% | +24.9% | +167.6% |
| All | +209.1% | +166.6% | +42.5% | +227.9% |
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