+233.7%
ASTS vs IQV
+81.9%
+151.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.5% |
| 7D | +0.8% | -2.5% | +3.3% | +2.2% |
| 30D | -22.6% | +1.2% | -23.8% | -22.7% |
| 3M | -54.4% | +9.8% | -64.2% | -56.1% |
| 6M | -56.4% | +53.8% | -110.2% | -65.2% |
| YTD | -55.1% | +17.6% | -72.7% | -60.0% |
| 1Y | -46.9% | +18.6% | -65.5% | -52.8% |
| 3Y | +715.0% | +36.9% | +678.1% | +569.0% |
| 5Y | +153.7% | +4.1% | +149.6% | +124.2% |
| All | +233.7% | +81.9% | +151.8% | +187.2% |
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