+537.8%
ASTS vs IFF
-15.8%
+553.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | -1.8% | +9.2% | +8.1% |
| 30D | -8.9% | -2.0% | -6.9% | -8.3% |
| 3M | -41.9% | +18.5% | -60.5% | -45.9% |
| 6M | -40.6% | +11.7% | -52.3% | -43.4% |
| YTD | -14.2% | +29.6% | -43.8% | -23.3% |
| 1Y | +48.9% | +35.0% | +13.9% | +30.2% |
| 3Y | +1,461.7% | +32.3% | +1,429.4% | +1,298.7% |
| 5Y | +404.1% | -34.6% | +438.7% | +436.8% |
| All | +537.8% | -15.8% | +553.6% | +563.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling