+757.6%
ASTS vs IBIT
+51.2%
+706.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.0% |
| 7D | +2.8% | -6.8% | +9.6% | +7.0% |
| 30D | -28.8% | -9.9% | -19.0% | -24.6% |
| 3M | -48.9% | +17.5% | -66.4% | -53.1% |
| 6M | -55.6% | -9.1% | -46.5% | -53.7% |
| YTD | -49.6% | -14.9% | -34.7% | -46.0% |
| 1Y | -46.1% | -27.6% | -18.5% | -37.9% |
| All | +757.6% | +51.2% | +706.4% | +596.6% |
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