+1,505.9%
ASTS vs IBB
+64.8%
+1,441.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.5% |
| 7D | +7.3% | +1.4% | +5.9% | +5.4% |
| 30D | -8.9% | +10.5% | -19.4% | -21.4% |
| 3M | -41.9% | +23.6% | -65.6% | -57.4% |
| 6M | -40.6% | +22.6% | -63.2% | -56.1% |
| YTD | -14.2% | +25.7% | -39.9% | -39.9% |
| 1Y | +48.9% | +51.4% | -2.5% | -20.5% |
| All | +1,505.9% | +64.8% | +1,441.1% | +714.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling