+1,539.7%
ASTS vs IQV
+22.2%
+1,517.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +7.3% | +2.3% | +5.0% | +6.3% |
| 30D | -8.9% | +13.4% | -22.3% | -13.9% |
| 3M | -41.9% | +43.3% | -85.2% | -52.5% |
| 6M | -40.6% | +50.5% | -91.1% | -53.9% |
| YTD | -14.2% | +18.8% | -33.0% | -23.7% |
| 1Y | +48.9% | +45.5% | +3.4% | +12.9% |
| All | +1,539.7% | +22.2% | +1,517.5% | +1,246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling