+160.4%
ASTS vs IRM
+187.5%
-27.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.0% |
| 7D | +0.8% | +6.8% | -6.0% | -3.8% |
| 30D | -22.6% | +2.6% | -25.2% | -23.3% |
| 3M | -54.4% | -9.5% | -45.0% | -50.4% |
| 6M | -56.4% | -8.5% | -47.9% | -53.3% |
| YTD | -55.1% | +40.3% | -95.4% | -65.3% |
| 1Y | -46.9% | +28.7% | -75.6% | -55.9% |
| 3Y | +715.0% | +111.8% | +603.2% | +371.7% |
| All | +160.4% | +187.5% | -27.1% | +15.2% |
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