-46.9%
ASTS vs ICE
+17.9%
-64.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.5% |
| 7D | +0.8% | +3.6% | -2.8% | +0.9% |
| 30D | -22.6% | +15.1% | -37.7% | -23.0% |
| 3M | -54.4% | +15.4% | -69.8% | -54.8% |
| 6M | -56.4% | +16.1% | -72.6% | -54.5% |
| YTD | -55.1% | +11.4% | -66.5% | -55.4% |
| 1Y | -46.9% | +18.5% | -65.4% | -55.6% |
| All | -46.9% | +17.9% | -64.9% | -55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling