-49.2%
ASTS vs IBKR
+10.3%
-59.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.6% |
| 7D | -15.8% | -6.8% | -9.0% | -10.1% |
| 30D | -39.0% | -12.5% | -26.5% | -30.6% |
| 3M | -49.3% | -12.0% | -37.3% | -43.4% |
| 6M | -47.9% | -4.5% | -43.4% | -48.0% |
| YTD | -51.0% | +21.5% | -72.4% | -67.1% |
| 1Y | -49.2% | +10.6% | -59.8% | -60.7% |
| All | -49.2% | +10.3% | -59.4% | -60.7% |
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