+1,621.9%
ASTS vs IFF
+33.6%
+1,588.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +7.0% | +6.5% |
| 7D | +18.5% | -0.2% | +18.7% | +18.6% |
| 30D | -8.1% | -0.3% | -7.8% | -8.1% |
| 3M | -28.2% | +18.6% | -46.7% | -35.0% |
| 6M | -26.1% | +17.4% | -43.5% | -32.8% |
| YTD | -9.0% | +28.5% | -37.4% | -22.7% |
| 1Y | +62.2% | +32.5% | +29.7% | +33.7% |
| 3Y | +1,621.9% | +34.1% | +1,587.8% | +1,329.5% |
| All | +1,621.9% | +33.6% | +1,588.3% | +1,329.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling