+274.8%
ASTS vs IYR
+30.9%
+243.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.8% |
| 7D | +2.8% | -1.2% | +4.0% | +3.9% |
| 30D | -28.8% | +6.1% | -34.9% | -31.6% |
| 3M | -48.9% | +0.9% | -49.8% | -49.2% |
| 6M | -55.6% | +1.2% | -56.8% | -56.5% |
| YTD | -49.6% | +11.1% | -60.7% | -53.5% |
| 1Y | -46.1% | +9.0% | -55.0% | -49.6% |
| 3Y | +749.7% | +41.4% | +708.2% | +588.0% |
| 5Y | +193.2% | +6.7% | +186.5% | +170.4% |
| All | +274.8% | +30.9% | +243.9% | +236.9% |
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