+277.6%
ASTS vs IBB
+107.1%
+170.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.8% | +11.3% | +11.3% |
| 7D | +1.5% | +2.7% | -1.2% | -0.3% |
| 30D | -27.6% | +6.3% | -34.0% | -31.1% |
| 3M | -48.7% | +11.1% | -59.8% | -53.6% |
| 6M | -50.8% | +29.2% | -80.1% | -61.9% |
| YTD | -49.2% | +30.2% | -79.4% | -60.9% |
| 1Y | -46.7% | +39.5% | -86.2% | -61.4% |
| 3Y | +793.2% | +92.3% | +700.9% | +408.7% |
| 5Y | +195.6% | +43.0% | +152.6% | +102.7% |
| All | +277.6% | +107.1% | +170.5% | +166.7% |
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