+274.8%
ASTS vs IR
+170.7%
+104.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +9.2% |
| 7D | +2.8% | +1.1% | +1.7% | +2.7% |
| 30D | -28.8% | +7.6% | -36.4% | -31.3% |
| 3M | -48.9% | +0.1% | -49.0% | -48.8% |
| 6M | -55.6% | +14.0% | -69.6% | -59.2% |
| YTD | -49.6% | +7.5% | -57.1% | -52.1% |
| 1Y | -46.1% | +10.1% | -56.2% | -49.1% |
| 3Y | +749.7% | +24.9% | +724.8% | +642.5% |
| 5Y | +193.2% | +46.9% | +146.3% | +131.4% |
| All | +274.8% | +170.7% | +104.1% | +184.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling