+277.6%
ASTS vs IYR
+31.5%
+246.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.5% | +12.6% | +13.1% |
| 7D | +1.5% | +2.3% | -0.7% | +0.2% |
| 30D | -27.6% | +7.4% | -35.0% | -30.9% |
| 3M | -48.7% | -0.7% | -48.0% | -48.5% |
| 6M | -50.8% | +1.6% | -52.5% | -52.0% |
| YTD | -49.2% | +11.6% | -60.8% | -53.3% |
| 1Y | -46.7% | +10.5% | -57.2% | -50.6% |
| 3Y | +793.2% | +43.4% | +749.8% | +617.3% |
| 5Y | +195.6% | +6.8% | +188.8% | +172.0% |
| All | +277.6% | +31.5% | +246.1% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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