+230.9%
ASTS vs IVZ
+117.0%
+113.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | -21.1% | -2.4% | -18.6% | -19.9% |
| 30D | -46.7% | -11.2% | -35.5% | -43.2% |
| 3M | -52.0% | -14.0% | -38.0% | -48.2% |
| 6M | -54.3% | +0.5% | -54.7% | -54.1% |
| YTD | -55.5% | +5.4% | -60.9% | -56.4% |
| 1Y | -50.5% | +19.5% | -69.9% | -53.9% |
| 3Y | +706.2% | +128.7% | +577.5% | +475.3% |
| 5Y | +165.2% | +28.8% | +136.5% | +120.5% |
| All | +230.9% | +117.0% | +113.9% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling