+431.2%
ASTS vs IOVA
-64.9%
+496.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +7.3% | +9.7% | -2.4% | +5.8% |
| 30D | -8.9% | +102.5% | -111.4% | -20.6% |
| 3M | -41.9% | +100.7% | -142.6% | -49.6% |
| 6M | -40.6% | +106.3% | -146.9% | -49.4% |
| YTD | -14.2% | +222.0% | -236.2% | -33.3% |
| 1Y | +48.9% | +299.5% | -250.7% | +9.6% |
| 3Y | +1,461.7% | +42.9% | +1,418.7% | +1,068.4% |
| All | +431.2% | -64.9% | +496.1% | +382.9% |
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