+663.5%
ASTS vs IBIT
+39.4%
+624.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -3.7% |
| 7D | +0.8% | -9.2% | +10.0% | +6.2% |
| 30D | -22.6% | -15.8% | -6.9% | -15.0% |
| 3M | -54.4% | +8.5% | -62.9% | -56.3% |
| 6M | -56.4% | -13.7% | -42.7% | -53.2% |
| YTD | -55.1% | -21.6% | -33.5% | -49.8% |
| 1Y | -46.9% | -30.0% | -17.0% | -37.5% |
| All | +663.5% | +39.4% | +624.1% | +547.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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