+59.4%
ASTS vs IBKR
+43.8%
+15.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.1% |
| 7D | -3.6% | -3.8% | +0.2% | -0.1% |
| 30D | -16.4% | -0.3% | -16.1% | -16.6% |
| 3M | -31.4% | +4.8% | -36.2% | -35.7% |
| 6M | -31.6% | +30.8% | -62.3% | -52.0% |
| YTD | -17.5% | +39.5% | -57.0% | -47.2% |
| 1Y | +59.4% | +43.7% | +15.8% | +10.9% |
| All | +59.4% | +43.8% | +15.6% | +10.9% |
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 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