+160.4%
ASTS vs IEF
-8.1%
+168.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | +0.8% | -2.0% | +2.8% | +0.6% |
| 30D | -22.6% | +0.7% | -23.3% | -22.6% |
| 3M | -54.4% | -2.5% | -51.9% | -54.5% |
| 6M | -56.4% | -2.6% | -53.9% | -56.6% |
| YTD | -55.1% | -3.2% | -51.9% | -55.4% |
| 1Y | -46.9% | -3.0% | -43.9% | -47.2% |
| 3Y | +715.0% | +10.5% | +704.5% | +724.3% |
| All | +160.4% | -8.1% | +168.5% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling