+209.1%
ASTS vs IRM
+351.8%
-142.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -11.1% | -4.1% | -10.0% |
| 7D | -29.9% | -10.9% | -19.0% | -25.6% |
| 30D | -52.2% | -9.4% | -42.7% | -49.5% |
| 3M | -55.8% | -16.4% | -39.5% | -51.7% |
| 6M | -52.7% | -18.7% | -34.0% | -47.6% |
| YTD | -58.4% | +30.1% | -88.5% | -62.6% |
| 1Y | -57.1% | +8.5% | -65.6% | -58.2% |
| 3Y | +629.5% | +88.0% | +541.4% | +503.3% |
| 5Y | +147.7% | +167.6% | -19.8% | +89.5% |
| All | +209.1% | +351.8% | -142.7% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling