-58.9%
ASTS vs IRE
-97.2%
+38.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +39.6% | -32.5% | -2.2% |
| 7D | -21.1% | -27.2% | +6.1% | -17.6% |
| 30D | -46.7% | -75.1% | +28.4% | -30.5% |
| 3M | -52.0% | -77.9% | +25.9% | -37.7% |
| 6M | -54.3% | -94.6% | +40.3% | -27.6% |
| YTD | -55.5% | -91.5% | +36.1% | -44.1% |
| 1Y | -50.5% | -97.8% | +47.4% | -32.6% |
| All | -58.9% | -97.2% | +38.4% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling