+762.5%
ASTS vs IYR
+41.6%
+720.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.2% |
| 7D | +14.2% | -0.1% | +14.3% | +14.5% |
| 30D | -26.7% | +5.7% | -32.4% | -30.2% |
| 3M | -53.6% | -0.6% | -53.0% | -53.3% |
| 6M | -52.7% | +0.5% | -53.2% | -53.9% |
| YTD | -52.5% | +10.4% | -62.9% | -58.2% |
| 1Y | -46.5% | +9.2% | -55.7% | -52.3% |
| All | +762.5% | +41.6% | +720.9% | +732.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling