+62.2%
ASTS vs IQV
+39.6%
+22.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.2% | +9.3% | +6.1% |
| 7D | +18.5% | +0.3% | +18.2% | +18.4% |
| 30D | -8.1% | +8.6% | -16.7% | -8.0% |
| 3M | -28.2% | +41.1% | -69.3% | -29.6% |
| 6M | -26.1% | +48.6% | -74.7% | -28.8% |
| YTD | -9.0% | +15.0% | -24.0% | -9.9% |
| 1Y | +62.2% | +38.1% | +24.1% | +41.9% |
| All | +62.2% | +39.6% | +22.6% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling