+1,505.9%
ASTS vs IR
+9.5%
+1,496.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.5% |
| 7D | +7.3% | -2.8% | +10.2% | +9.4% |
| 30D | -8.9% | -15.1% | +6.3% | +1.2% |
| 3M | -41.9% | +6.1% | -48.0% | -45.7% |
| 6M | -40.6% | -16.8% | -23.8% | -33.9% |
| YTD | -14.2% | -3.5% | -10.7% | -14.4% |
| 1Y | +48.9% | -3.5% | +52.3% | +49.3% |
| All | +1,505.9% | +9.5% | +1,496.5% | +1,052.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling