+195.6%
ASTS vs IOVA
-67.3%
+262.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.6% | +12.5% | +13.9% |
| 7D | +1.5% | +1.9% | -0.3% | +1.5% |
| 30D | -27.6% | -44.1% | +16.5% | -21.9% |
| 3M | -48.7% | +28.9% | -77.6% | -52.5% |
| 6M | -50.8% | +125.7% | -176.5% | -59.3% |
| YTD | -49.2% | +199.3% | -248.5% | -61.1% |
| 1Y | -46.7% | +255.2% | -301.9% | -60.5% |
| 3Y | +793.2% | +106.8% | +686.4% | +509.4% |
| 5Y | +195.6% | -67.1% | +262.7% | +166.2% |
| All | +195.6% | -67.3% | +262.9% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling