+244.8%
ASTS vs IRM
+374.4%
-129.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.6% |
| 7D | -9.3% | -5.1% | -4.2% | -6.5% |
| 30D | -33.9% | -3.3% | -30.6% | -32.2% |
| 3M | -51.0% | -8.2% | -42.8% | -48.6% |
| 6M | -55.1% | -12.8% | -42.4% | -51.8% |
| YTD | -53.6% | +36.6% | -90.2% | -59.2% |
| 1Y | -51.0% | +11.9% | -62.9% | -52.9% |
| 3Y | +681.7% | +105.1% | +576.6% | +525.9% |
| 5Y | +182.4% | +182.4% | 0.0% | +111.4% |
| All | +244.8% | +374.4% | -129.6% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling