+174.0%
ASTS vs IBB
+37.5%
+136.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.3% | +4.6% |
| 7D | -21.1% | -1.8% | -19.3% | -18.3% |
| 30D | -46.7% | +5.1% | -51.8% | -50.0% |
| 3M | -52.0% | +10.7% | -62.7% | -58.7% |
| 6M | -54.3% | +22.9% | -77.2% | -66.5% |
| YTD | -55.5% | +26.7% | -82.2% | -69.1% |
| 1Y | -50.5% | +35.1% | -85.6% | -68.6% |
| 3Y | +706.2% | +80.2% | +626.0% | +248.7% |
| All | +174.0% | +37.5% | +136.5% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling