+537.8%
ASTS vs IBKR
+704.1%
-166.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +7.3% | -3.3% | +10.6% | +9.1% |
| 30D | -8.9% | +4.5% | -13.3% | -11.2% |
| 3M | -41.9% | +6.5% | -48.4% | -44.0% |
| 6M | -40.6% | +34.2% | -74.8% | -49.7% |
| YTD | -14.2% | +44.5% | -58.7% | -29.5% |
| 1Y | +48.9% | +44.7% | +4.2% | +23.5% |
| 3Y | +1,461.7% | +306.7% | +1,154.9% | +703.6% |
| 5Y | +404.1% | +489.9% | -85.7% | +119.5% |
| All | +537.8% | +704.1% | -166.3% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling