+762.5%
ASTS vs IEF
+11.1%
+751.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -6.0% |
| 7D | +14.2% | -1.9% | +16.2% | +13.7% |
| 30D | -26.7% | +1.1% | -27.8% | -26.5% |
| 3M | -53.6% | -1.9% | -51.6% | -53.8% |
| 6M | -52.7% | -2.4% | -50.3% | -53.2% |
| YTD | -52.5% | -3.0% | -49.5% | -53.3% |
| 1Y | -46.5% | -3.1% | -43.4% | -47.4% |
| All | +762.5% | +11.1% | +751.4% | +1,054.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling