+431.2%
ASTS vs IVZ
+64.2%
+367.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.6% |
| 7D | +7.3% | +0.6% | +6.7% | +6.7% |
| 30D | -8.9% | +4.0% | -12.9% | -12.1% |
| 3M | -41.9% | +18.2% | -60.1% | -49.9% |
| 6M | -40.6% | +32.8% | -73.4% | -53.6% |
| YTD | -14.2% | +28.7% | -43.0% | -32.0% |
| 1Y | +48.9% | +55.4% | -6.5% | +2.0% |
| 3Y | +1,461.7% | +135.2% | +1,326.4% | +616.4% |
| All | +431.2% | +64.2% | +367.0% | +228.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling