+230.9%
ASTS vs IOVA
-62.3%
+293.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.9% | +3.2% | +6.5% |
| 7D | -21.1% | -5.2% | -15.9% | -20.3% |
| 30D | -46.7% | -37.8% | -8.9% | -43.8% |
| 3M | -52.0% | +29.5% | -81.5% | -55.2% |
| 6M | -54.3% | +96.6% | -150.8% | -60.6% |
| YTD | -55.5% | +194.5% | -250.0% | -64.9% |
| 1Y | -50.5% | +248.1% | -298.5% | -62.0% |
| 3Y | +706.2% | +86.1% | +620.1% | +495.4% |
| 5Y | +165.2% | -67.8% | +233.1% | +127.4% |
| All | +230.9% | -62.3% | +293.2% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling