+431.2%
ASTS vs IQV
+2.2%
+429.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.1% |
| 7D | +7.3% | +2.3% | +5.0% | +6.0% |
| 30D | -8.9% | +13.4% | -22.3% | -15.5% |
| 3M | -41.9% | +43.3% | -85.2% | -55.4% |
| 6M | -40.6% | +50.5% | -91.1% | -57.3% |
| YTD | -14.2% | +18.8% | -33.0% | -27.9% |
| 1Y | +48.9% | +45.5% | +3.4% | +5.3% |
| 3Y | +1,461.7% | +19.4% | +1,442.3% | +1,168.5% |
| All | +431.2% | +2.2% | +429.0% | +353.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling