+513.2%
ASTS vs IBKR
+676.3%
-163.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.5% |
| 7D | -3.6% | -3.8% | +0.2% | -1.6% |
| 30D | -16.4% | -0.3% | -16.1% | -16.3% |
| 3M | -31.4% | +4.8% | -36.2% | -33.4% |
| 6M | -31.6% | +30.8% | -62.3% | -41.3% |
| YTD | -17.5% | +39.5% | -57.0% | -30.9% |
| 1Y | +59.4% | +43.7% | +15.8% | +33.4% |
| 3Y | +1,460.2% | +284.7% | +1,175.5% | +724.9% |
| 5Y | +413.4% | +484.9% | -71.5% | +126.7% |
| All | +513.2% | +676.3% | -163.1% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling