-20.7%
ASTS vs IRE
-84.4%
+63.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | -2.9% |
| 7D | +7.3% | +54.8% | -47.4% | -3.1% |
| 30D | -8.9% | +18.4% | -27.3% | -14.2% |
| 3M | -41.9% | -66.7% | +24.8% | -32.9% |
| 6M | -40.6% | -52.3% | +11.7% | -43.9% |
| YTD | -14.2% | -52.3% | +38.1% | -22.7% |
| All | -20.7% | -84.4% | +63.7% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling