+147.7%
ASTS vs IONS
+13.2%
+134.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.4% | -11.9% | -14.0% |
| 7D | -29.9% | -12.6% | -17.3% | -26.0% |
| 30D | -52.2% | -11.8% | -40.3% | -49.8% |
| 3M | -55.8% | -28.4% | -27.4% | -50.3% |
| 6M | -52.7% | -48.4% | -4.3% | -41.5% |
| YTD | -58.4% | -51.0% | -7.5% | -47.5% |
| 1Y | -57.1% | -48.0% | -9.0% | -46.9% |
| 3Y | +629.5% | -17.8% | +647.2% | +620.3% |
| 5Y | +147.7% | +15.2% | +132.6% | +57.5% |
| All | +147.7% | +13.2% | +134.6% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling