+233.7%
ASTS vs ICE
+105.7%
+127.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.7% |
| 7D | +0.8% | +3.6% | -2.8% | -0.7% |
| 30D | -22.6% | +15.1% | -37.7% | -28.0% |
| 3M | -54.4% | +15.4% | -69.8% | -57.8% |
| 6M | -56.4% | +16.1% | -72.6% | -60.2% |
| YTD | -55.1% | +11.4% | -66.5% | -58.1% |
| 1Y | -46.9% | +18.5% | -65.4% | -52.0% |
| 3Y | +715.0% | +70.5% | +644.5% | +496.2% |
| 5Y | +153.7% | +40.9% | +112.8% | +94.3% |
| All | +233.7% | +105.7% | +127.9% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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