+168.5%
ASTS vs IYR
+5.7%
+162.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.0% |
| 7D | +14.2% | -0.1% | +14.3% | +14.6% |
| 30D | -26.7% | +5.7% | -32.4% | -31.6% |
| 3M | -53.6% | -0.6% | -53.0% | -53.4% |
| 6M | -52.7% | +0.5% | -53.2% | -54.3% |
| YTD | -52.5% | +10.4% | -62.9% | -59.4% |
| 1Y | -46.5% | +9.2% | -55.7% | -53.5% |
| 3Y | +700.5% | +40.5% | +659.9% | +392.8% |
| 5Y | +168.5% | +5.9% | +162.5% | +160.5% |
| All | +168.5% | +5.7% | +162.8% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling