+230.9%
ASTS vs IBB
+101.5%
+129.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.3% | +5.3% |
| 7D | -21.1% | -1.8% | -19.3% | -19.0% |
| 30D | -46.7% | +5.1% | -51.8% | -49.0% |
| 3M | -52.0% | +10.7% | -62.7% | -56.5% |
| 6M | -54.3% | +22.9% | -77.2% | -62.8% |
| YTD | -55.5% | +26.7% | -82.2% | -64.9% |
| 1Y | -50.5% | +35.1% | -85.6% | -63.1% |
| 3Y | +706.2% | +80.2% | +626.0% | +384.5% |
| 5Y | +165.2% | +37.8% | +127.4% | +86.8% |
| All | +230.9% | +101.5% | +129.4% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling