+537.8%
ASTS vs IR
+143.0%
+394.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | +7.3% | -2.8% | +10.2% | +9.0% |
| 30D | -8.9% | -15.1% | +6.3% | -0.8% |
| 3M | -41.9% | +6.1% | -48.0% | -44.7% |
| 6M | -40.6% | -16.8% | -23.8% | -35.4% |
| YTD | -14.2% | -3.5% | -10.7% | -13.9% |
| 1Y | +48.9% | -3.5% | +52.3% | +50.0% |
| 3Y | +1,461.7% | +9.5% | +1,452.2% | +1,360.7% |
| 5Y | +404.1% | +45.1% | +359.0% | +315.5% |
| All | +537.8% | +143.0% | +394.8% | +411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling