+233.7%
ASTS vs IBB
+100.4%
+133.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.1% |
| 7D | +0.8% | -0.5% | +1.4% | +1.9% |
| 30D | -22.6% | +4.6% | -27.2% | -24.8% |
| 3M | -54.4% | +6.8% | -61.2% | -57.0% |
| 6M | -56.4% | +23.1% | -79.5% | -64.4% |
| YTD | -55.1% | +26.0% | -81.1% | -64.2% |
| 1Y | -46.9% | +30.4% | -77.3% | -58.8% |
| 3Y | +715.0% | +85.4% | +629.6% | +382.1% |
| 5Y | +153.7% | +39.7% | +114.0% | +79.6% |
| All | +233.7% | +100.4% | +133.2% | +144.1% |
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