+230.9%
ASTS vs ICE
+98.5%
+132.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.0% | +7.5% |
| 7D | -21.1% | +2.0% | -23.1% | -22.0% |
| 30D | -46.7% | +12.9% | -59.6% | -50.0% |
| 3M | -52.0% | +15.4% | -67.4% | -55.8% |
| 6M | -54.3% | +13.1% | -67.4% | -57.8% |
| YTD | -55.5% | +7.5% | -62.9% | -57.8% |
| 1Y | -50.5% | +18.3% | -68.8% | -55.3% |
| 3Y | +706.2% | +65.9% | +640.3% | +496.5% |
| 5Y | +165.2% | +35.2% | +130.0% | +106.5% |
| All | +230.9% | +98.5% | +132.4% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling