+244.8%
ASTS vs IFF
-18.5%
+263.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.5% | -7.2% | -8.1% |
| 7D | -9.3% | -9.8% | +0.5% | -5.9% |
| 30D | -33.9% | -1.6% | -32.3% | -33.9% |
| 3M | -51.0% | -1.8% | -49.2% | -51.0% |
| 6M | -55.1% | +3.6% | -58.8% | -56.3% |
| YTD | -53.6% | +25.4% | -79.0% | -58.3% |
| 1Y | -51.0% | +35.4% | -86.4% | -57.3% |
| 3Y | +681.7% | +23.9% | +657.8% | +612.3% |
| 5Y | +182.4% | -37.1% | +219.5% | +202.9% |
| All | +244.8% | -18.5% | +263.4% | +261.4% |
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 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