-49.2%
ASTS vs IEF
-1.9%
-47.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -5.1% |
| 7D | -15.8% | +0.9% | -16.7% | -17.2% |
| 30D | -39.0% | +3.1% | -42.1% | -43.3% |
| 3M | -49.3% | -1.4% | -48.0% | -47.4% |
| 6M | -47.9% | -1.6% | -46.4% | -45.7% |
| YTD | -51.0% | -2.1% | -48.8% | -49.0% |
| 1Y | -49.2% | -2.0% | -47.2% | -48.7% |
| All | -49.2% | -1.9% | -47.2% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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