+277.6%
ASTS vs IFF
-17.3%
+294.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.2% | +11.9% | +13.3% |
| 7D | +1.5% | -10.8% | +12.3% | +5.7% |
| 30D | -27.6% | -0.1% | -27.5% | -28.0% |
| 3M | -48.7% | -1.2% | -47.5% | -48.8% |
| 6M | -50.8% | +5.2% | -56.1% | -52.4% |
| YTD | -49.2% | +27.3% | -76.5% | -54.6% |
| 1Y | -46.7% | +39.2% | -85.9% | -54.1% |
| 3Y | +793.2% | +26.1% | +767.1% | +708.6% |
| 5Y | +195.6% | -37.0% | +232.6% | +215.6% |
| All | +277.6% | -17.3% | +294.9% | +293.4% |
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 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