+230.9%
ASTS vs IEF
-2.6%
+233.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.0% |
| 7D | -21.1% | +0.1% | -21.2% | -21.1% |
| 30D | -46.7% | +3.1% | -49.8% | -46.6% |
| 3M | -52.0% | -0.5% | -51.5% | -52.0% |
| 6M | -54.3% | -1.6% | -52.6% | -54.4% |
| YTD | -55.5% | -1.6% | -53.9% | -55.6% |
| 1Y | -50.5% | -1.5% | -49.0% | -50.6% |
| 3Y | +706.2% | +12.4% | +693.8% | +713.8% |
| 5Y | +165.2% | -7.5% | +172.7% | +158.4% |
| All | +230.9% | -2.6% | +233.6% | +224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling