-55.8%
ASTS vs IONS
-29.7%
-26.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.4% | -11.9% | -13.4% |
| 7D | -29.9% | -12.6% | -17.3% | -24.9% |
| 30D | -52.2% | -11.8% | -40.3% | -49.0% |
| 3M | -55.8% | -28.4% | -27.4% | -52.0% |
| All | -55.8% | -29.7% | -26.2% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 3mo: compounded portfolio wealth divided by compounded IONS 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…
3mo analysis · Full analysis span regression · Available span rolling