+277.6%
ASTS vs IBN
+176.6%
+101.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.7% | +12.5% | +13.6% |
| 7D | +1.5% | +14.6% | -13.1% | -2.5% |
| 30D | -27.6% | +23.5% | -51.1% | -32.2% |
| 3M | -48.7% | +14.0% | -62.7% | -50.8% |
| 6M | -50.8% | +31.1% | -82.0% | -54.8% |
| YTD | -49.2% | +16.6% | -65.8% | -51.8% |
| 1Y | -46.7% | +14.9% | -61.6% | -49.2% |
| 3Y | +793.2% | +56.9% | +736.3% | +666.8% |
| 5Y | +195.6% | +69.7% | +125.9% | +143.9% |
| All | +277.6% | +176.6% | +101.0% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling