+264.6%
ASTS vs IR
+167.9%
+96.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -15.8% | +11.6% | -27.4% | -20.7% |
| 30D | -39.0% | +7.2% | -46.2% | -41.4% |
| 3M | -49.3% | -5.9% | -43.5% | -47.9% |
| 6M | -47.9% | +11.5% | -59.4% | -51.8% |
| YTD | -51.0% | +6.3% | -57.3% | -53.4% |
| 1Y | -49.2% | +9.1% | -58.2% | -52.0% |
| 3Y | +760.4% | +29.2% | +731.2% | +636.5% |
| 5Y | +185.6% | +48.2% | +137.5% | +125.1% |
| All | +264.6% | +167.9% | +96.7% | +176.9% |
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