-49.2%
ASTS vs IFF
+44.8%
-94.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -3.1% |
| 7D | -15.8% | -3.3% | -12.5% | -15.3% |
| 30D | -39.0% | +5.3% | -44.3% | -40.2% |
| 3M | -49.3% | +8.9% | -58.2% | -50.8% |
| 6M | -47.9% | +26.3% | -74.3% | -51.2% |
| YTD | -51.0% | +32.2% | -83.1% | -54.7% |
| 1Y | -49.2% | +45.8% | -94.9% | -52.4% |
| All | -49.2% | +44.8% | -94.0% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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