+793.2%
ASTS vs IRM
+104.5%
+688.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.1% | +10.0% | +10.9% |
| 7D | +1.5% | -3.8% | +5.3% | +5.5% |
| 30D | -27.6% | -3.2% | -24.4% | -24.8% |
| 3M | -48.7% | -7.8% | -40.9% | -44.9% |
| 6M | -50.8% | -12.7% | -38.1% | -45.2% |
| YTD | -49.2% | +36.7% | -85.9% | -60.0% |
| 1Y | -46.7% | +10.0% | -56.7% | -50.7% |
| 3Y | +793.2% | +107.2% | +686.0% | +755.3% |
| All | +793.2% | +104.5% | +688.8% | +755.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling