+1,504.6%
ASTS vs IBKR
+287.2%
+1,217.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.1% |
| 7D | 0.0% | +1.3% | -1.3% | -1.1% |
| 30D | -9.2% | -0.3% | -8.9% | -9.3% |
| 3M | -29.6% | +4.7% | -34.3% | -32.3% |
| 6M | -30.5% | +34.0% | -64.5% | -44.5% |
| YTD | -14.1% | +40.8% | -54.9% | -32.9% |
| 1Y | +69.1% | +45.7% | +23.4% | +31.7% |
| All | +1,504.6% | +287.2% | +1,217.5% | +600.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling