+244.8%
ASTS vs IBN
+180.0%
+64.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.2% | -9.9% | -9.0% |
| 7D | -9.3% | +15.8% | -25.1% | -13.2% |
| 30D | -33.9% | +25.1% | -59.0% | -38.3% |
| 3M | -51.0% | +16.0% | -67.0% | -53.2% |
| 6M | -55.1% | +32.8% | -87.9% | -58.9% |
| YTD | -53.6% | +18.0% | -71.6% | -56.2% |
| 1Y | -51.0% | +15.9% | -66.8% | -53.4% |
| 3Y | +681.7% | +57.6% | +624.0% | +570.0% |
| 5Y | +182.4% | +74.7% | +107.7% | +131.8% |
| All | +244.8% | +180.0% | +64.8% | +180.4% |
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