+48.9%
ASTS vs IR
-1.2%
+50.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.5% |
| 7D | +7.3% | -2.8% | +10.2% | +9.2% |
| 30D | -8.9% | -15.1% | +6.3% | +0.3% |
| 3M | -41.9% | +6.1% | -48.0% | -46.5% |
| 6M | -40.6% | -16.8% | -23.8% | -32.7% |
| YTD | -14.2% | -3.5% | -10.7% | -17.2% |
| 1Y | +48.9% | -3.5% | +52.3% | +45.3% |
| All | +48.9% | -1.2% | +50.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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