+277.6%
ASTS vs IQV
+91.3%
+186.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.6% | +11.5% | +13.0% |
| 7D | +1.5% | +7.9% | -6.4% | -1.6% |
| 30D | -27.6% | +7.3% | -34.9% | -29.6% |
| 3M | -48.7% | +16.8% | -65.5% | -52.0% |
| 6M | -50.8% | +56.0% | -106.9% | -61.0% |
| YTD | -49.2% | +23.7% | -72.9% | -55.7% |
| 1Y | -46.7% | +32.5% | -79.2% | -55.2% |
| 3Y | +793.2% | +45.3% | +747.9% | +614.0% |
| 5Y | +195.6% | +10.7% | +184.9% | +155.1% |
| All | +277.6% | +91.3% | +186.3% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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