+233.7%
ASTS vs IVZ
+133.5%
+100.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -6.6% |
| 7D | +0.8% | +7.6% | -6.8% | -2.5% |
| 30D | -22.6% | +4.3% | -27.0% | -23.8% |
| 3M | -54.4% | -9.3% | -45.1% | -52.0% |
| 6M | -56.4% | +5.2% | -61.7% | -57.2% |
| YTD | -55.1% | +13.4% | -68.6% | -57.5% |
| 1Y | -46.9% | +25.4% | -72.3% | -51.7% |
| 3Y | +715.0% | +152.5% | +562.5% | +456.7% |
| 5Y | +153.7% | +36.7% | +117.0% | +104.2% |
| All | +233.7% | +133.5% | +100.2% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling