+706.2%
ASTS vs IONS
-16.4%
+722.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.6% |
| 7D | -21.1% | -9.4% | -11.7% | -18.5% |
| 30D | -46.7% | -10.7% | -36.0% | -44.8% |
| 3M | -52.0% | -27.7% | -24.3% | -47.5% |
| 6M | -54.3% | -48.7% | -5.6% | -46.1% |
| YTD | -55.5% | -50.2% | -5.3% | -47.0% |
| 1Y | -50.5% | -46.8% | -3.7% | -41.9% |
| 3Y | +706.2% | -14.8% | +721.1% | +710.9% |
| All | +706.2% | -16.4% | +722.6% | +710.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling