+230.9%
ASTS vs IQV
+86.5%
+144.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -47.8% |
| 3M | -52.0% | +17.0% | -69.0% | -55.1% |
| 6M | -54.3% | +54.0% | -108.3% | -63.6% |
| YTD | -55.5% | +20.6% | -76.1% | -60.8% |
| 1Y | -50.5% | +28.9% | -79.4% | -57.9% |
| 3Y | +706.2% | +37.0% | +669.2% | +559.8% |
| 5Y | +165.2% | +10.0% | +155.2% | +130.9% |
| All | +230.9% | +86.5% | +144.4% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling