+168.5%
ASTS vs ICE
+41.1%
+127.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -4.8% |
| 7D | +14.2% | +2.2% | +12.0% | +12.7% |
| 30D | -26.7% | +13.7% | -40.4% | -33.4% |
| 3M | -53.6% | +17.9% | -71.5% | -59.4% |
| 6M | -52.7% | +15.0% | -67.7% | -58.2% |
| YTD | -52.5% | +10.9% | -63.4% | -57.0% |
| 1Y | -46.5% | +17.0% | -63.5% | -53.7% |
| 3Y | +700.5% | +68.2% | +632.3% | +346.5% |
| 5Y | +168.5% | +40.4% | +128.1% | +76.7% |
| All | +168.5% | +41.1% | +127.4% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling