+48.9%
ASTS vs IBKR
+45.1%
+3.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | +7.3% | -3.3% | +10.6% | +10.3% |
| 30D | -8.9% | +4.5% | -13.3% | -13.0% |
| 3M | -41.9% | +6.5% | -48.4% | -45.8% |
| 6M | -40.6% | +34.2% | -74.8% | -57.9% |
| YTD | -14.2% | +44.5% | -58.7% | -44.2% |
| 1Y | +48.9% | +44.7% | +4.2% | +5.1% |
| All | +48.9% | +45.1% | +3.7% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1y: compounded portfolio wealth divided by compounded IBKR 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…
1y analysis · Full analysis span regression · 6 months rolling