+62.2%
ASTS vs IYR
+8.1%
+54.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +18.5% | -0.4% | +18.9% | +18.6% |
| 30D | -8.1% | -2.5% | -5.6% | -7.5% |
| 3M | -28.2% | +1.5% | -29.6% | -31.4% |
| 6M | -26.1% | +3.9% | -30.0% | -32.6% |
| YTD | -9.0% | +9.5% | -18.5% | -21.0% |
| 1Y | +62.2% | +7.5% | +54.7% | +40.7% |
| All | +62.2% | +8.1% | +54.1% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling