+538.9%
ASTS vs IFF
-17.8%
+556.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.0% |
| 7D | 0.0% | -3.0% | +3.1% | +1.2% |
| 30D | -9.2% | -0.9% | -8.3% | -9.0% |
| 3M | -29.6% | +11.8% | -41.5% | -33.0% |
| 6M | -30.5% | +16.5% | -47.0% | -34.8% |
| YTD | -14.1% | +26.5% | -40.6% | -22.5% |
| 1Y | +69.1% | +32.7% | +36.4% | +48.7% |
| 3Y | +1,525.5% | +32.0% | +1,493.5% | +1,359.3% |
| 5Y | +425.9% | -36.1% | +461.9% | +464.8% |
| All | +538.9% | -17.8% | +556.7% | +570.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling