+230.9%
ASTS vs IR
+164.1%
+66.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.7% | +6.3% |
| 7D | -21.1% | +3.7% | -24.8% | -22.5% |
| 30D | -46.7% | +7.4% | -54.1% | -48.7% |
| 3M | -52.0% | -5.9% | -46.1% | -50.5% |
| 6M | -54.3% | +5.6% | -59.8% | -56.3% |
| YTD | -55.5% | +4.8% | -60.3% | -57.3% |
| 1Y | -50.5% | +6.9% | -57.4% | -52.7% |
| 3Y | +706.2% | +27.6% | +678.7% | +596.6% |
| 5Y | +165.2% | +45.8% | +119.4% | +111.2% |
| All | +230.9% | +164.1% | +66.8% | +153.8% |
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