+253.1%
ASTS vs IOVA
-64.2%
+317.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.7% | -0.1% | -5.0% |
| 7D | +14.2% | -1.4% | +15.7% | +14.6% |
| 30D | -26.7% | -47.4% | +20.7% | -20.6% |
| 3M | -53.6% | +13.2% | -66.8% | -55.8% |
| 6M | -52.7% | +114.3% | -167.0% | -59.8% |
| YTD | -52.5% | +179.5% | -232.0% | -62.2% |
| 1Y | -46.5% | +200.4% | -246.9% | -58.0% |
| 3Y | +700.5% | +92.2% | +608.3% | +488.2% |
| 5Y | +168.5% | -63.8% | +232.3% | +128.5% |
| All | +253.1% | -64.2% | +317.3% | +216.8% |
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