+69.1%
ASTS vs IFF
+31.7%
+37.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.2% |
| 7D | 0.0% | -3.0% | +3.1% | +0.8% |
| 30D | -9.2% | -0.9% | -8.3% | -9.1% |
| 3M | -29.6% | +11.8% | -41.5% | -31.9% |
| 6M | -30.5% | +16.5% | -47.0% | -34.0% |
| YTD | -14.1% | +26.5% | -40.6% | -18.5% |
| 1Y | +69.1% | +32.7% | +36.4% | +63.0% |
| All | +69.1% | +31.7% | +37.4% | +63.0% |
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