-61.6%
ASTS vs IRE
-98.0%
+36.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -33.9% | +18.7% | -7.2% |
| 7D | -29.9% | -57.1% | +27.3% | -16.4% |
| 30D | -52.2% | -84.4% | +32.3% | -29.7% |
| 3M | -55.8% | -85.0% | +29.1% | -36.6% |
| 6M | -52.7% | -95.2% | +42.5% | -22.1% |
| YTD | -58.4% | -93.9% | +35.5% | -42.9% |
| 1Y | -57.1% | -98.8% | +41.7% | -34.9% |
| All | -61.6% | -98.0% | +36.4% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling