+576.8%
ASTS vs IQV
+77.8%
+498.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.2% | +9.3% | +7.5% |
| 7D | +18.5% | +0.3% | +18.2% | +18.2% |
| 30D | -8.1% | +8.6% | -16.7% | -11.4% |
| 3M | -28.2% | +41.1% | -69.3% | -40.0% |
| 6M | -26.1% | +48.6% | -74.7% | -40.9% |
| YTD | -9.0% | +15.0% | -24.0% | -18.3% |
| 1Y | +62.2% | +38.1% | +24.1% | +32.0% |
| 3Y | +1,621.9% | +21.4% | +1,600.5% | +1,384.7% |
| 5Y | +457.0% | -1.0% | +458.1% | +395.8% |
| All | +576.8% | +77.8% | +498.9% | +486.0% |
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