+160.4%
ASTS vs IBKR
+355.7%
-195.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.9% |
| 7D | +0.8% | +7.9% | -7.0% | -4.4% |
| 30D | -22.6% | -2.8% | -19.8% | -20.2% |
| 3M | -54.4% | -10.5% | -44.0% | -50.3% |
| 6M | -56.4% | -3.7% | -52.7% | -55.5% |
| YTD | -55.1% | +27.6% | -82.7% | -62.2% |
| 1Y | -46.9% | +22.5% | -69.5% | -53.5% |
| 3Y | +715.0% | +307.2% | +407.8% | +194.1% |
| All | +160.4% | +355.7% | -195.3% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling