+174.0%
ASTS vs IRM
+168.2%
+5.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.1% | +6.3% |
| 7D | -21.1% | -8.6% | -12.5% | -15.0% |
| 30D | -46.7% | -8.0% | -38.7% | -42.7% |
| 3M | -52.0% | -12.0% | -40.0% | -46.8% |
| 6M | -54.3% | -18.2% | -36.1% | -46.6% |
| YTD | -55.5% | +31.4% | -86.8% | -63.9% |
| 1Y | -50.5% | +9.2% | -59.6% | -53.7% |
| 3Y | +706.2% | +94.6% | +611.7% | +397.4% |
| All | +174.0% | +168.2% | +5.8% | +25.3% |
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 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