+715.0%
ASTS vs IBKR
+304.9%
+410.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.9% |
| 7D | +0.8% | +7.9% | -7.0% | -4.3% |
| 30D | -22.6% | -2.8% | -19.8% | -20.3% |
| 3M | -54.4% | -10.5% | -44.0% | -50.5% |
| 6M | -56.4% | -3.7% | -52.7% | -55.4% |
| YTD | -55.1% | +27.6% | -82.7% | -61.9% |
| 1Y | -46.9% | +22.5% | -69.5% | -53.3% |
| 3Y | +715.0% | +307.2% | +407.8% | +323.4% |
| All | +715.0% | +304.9% | +410.1% | +323.4% |
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