+233.7%
ASTS vs IRM
+387.1%
-153.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.2% |
| 7D | +0.8% | +6.8% | -6.0% | -2.1% |
| 30D | -22.6% | +2.6% | -25.2% | -22.9% |
| 3M | -54.4% | -9.5% | -45.0% | -51.9% |
| 6M | -56.4% | -8.5% | -47.9% | -54.3% |
| YTD | -55.1% | +40.3% | -95.4% | -61.0% |
| 1Y | -46.9% | +28.7% | -75.6% | -51.9% |
| 3Y | +715.0% | +111.8% | +603.2% | +543.1% |
| 5Y | +153.7% | +189.1% | -35.4% | +87.5% |
| All | +233.7% | +387.1% | -153.5% | +149.9% |
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