+457.0%
ASTS vs IFF
-34.7%
+491.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.8% |
| 6M | -26.1% | +17.4% | -43.5% | -32.7% |
| YTD | -9.0% | +28.5% | -37.4% | -21.8% |
| 1Y | +62.2% | +32.5% | +29.7% | +35.8% |
| 3Y | +1,621.9% | +34.1% | +1,587.8% | +1,354.6% |
| 5Y | +457.0% | -35.2% | +492.2% | +532.2% |
| All | +457.0% | -34.7% | +491.7% | +532.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling