+706.2%
ASTS vs IQV
+38.2%
+668.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.4% | +5.9% |
| 7D | -21.1% | +1.7% | -22.8% | -21.5% |
| 30D | -46.7% | +5.3% | -52.0% | -47.7% |
| 3M | -52.0% | +17.0% | -69.0% | -55.0% |
| 6M | -54.3% | +54.0% | -108.3% | -63.9% |
| YTD | -55.5% | +20.6% | -76.1% | -60.2% |
| 1Y | -50.5% | +28.9% | -79.4% | -57.8% |
| 3Y | +706.2% | +37.0% | +669.2% | +500.7% |
| All | +706.2% | +38.2% | +668.0% | +500.7% |
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