+160.4%
ASTS vs ICE
+40.5%
+119.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.7% |
| 7D | +0.8% | +3.6% | -2.8% | -1.4% |
| 30D | -22.6% | +15.1% | -37.7% | -30.3% |
| 3M | -54.4% | +15.4% | -69.8% | -59.4% |
| 6M | -56.4% | +16.1% | -72.6% | -61.8% |
| YTD | -55.1% | +11.4% | -66.5% | -59.5% |
| 1Y | -46.9% | +18.5% | -65.4% | -54.6% |
| 3Y | +715.0% | +70.5% | +644.5% | +347.9% |
| All | +160.4% | +40.5% | +119.9% | +71.2% |
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