+431.2%
ASTS vs IRM
+189.3%
+241.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.9% |
| 7D | +7.3% | -0.5% | +7.8% | +7.4% |
| 30D | -8.9% | -8.1% | -0.8% | -3.5% |
| 3M | -41.9% | -9.7% | -32.3% | -38.1% |
| 6M | -40.6% | +10.0% | -50.6% | -44.8% |
| YTD | -14.2% | +43.0% | -57.2% | -35.2% |
| 1Y | +48.9% | +32.7% | +16.2% | +20.2% |
| 3Y | +1,461.7% | +102.7% | +1,358.9% | +830.7% |
| All | +431.2% | +189.3% | +241.9% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling