-51.0%
ASTS vs IYR
+10.5%
-61.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.6% |
| 7D | -9.3% | +2.1% | -11.4% | -9.4% |
| 30D | -33.9% | +7.2% | -41.1% | -34.9% |
| 3M | -51.0% | +0.4% | -51.4% | -50.9% |
| 6M | -55.1% | +1.4% | -56.6% | -56.3% |
| YTD | -53.6% | +11.3% | -65.0% | -62.3% |
| 1Y | -51.0% | +10.5% | -61.4% | -59.3% |
| All | -51.0% | +10.5% | -61.4% | -59.3% |
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