+653.1%
ASTS vs IR
+25.6%
+627.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -13.5% |
| 7D | -29.9% | +2.3% | -32.2% | -30.8% |
| 30D | -52.2% | +3.3% | -55.5% | -53.1% |
| 3M | -55.8% | -9.0% | -46.8% | -53.3% |
| 6M | -52.7% | +8.0% | -60.7% | -56.0% |
| YTD | -58.4% | +3.4% | -61.8% | -60.2% |
| 1Y | -57.1% | +4.5% | -61.6% | -58.9% |
| All | +653.1% | +25.6% | +627.5% | +574.5% |
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