+174.0%
ASTS vs IYR
+5.0%
+169.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.8% |
| 7D | -21.1% | +2.0% | -23.1% | -23.1% |
| 30D | -46.7% | +8.2% | -54.9% | -51.9% |
| 3M | -52.0% | -1.7% | -50.3% | -51.2% |
| 6M | -54.3% | -0.4% | -53.9% | -55.4% |
| YTD | -55.5% | +9.9% | -65.4% | -61.8% |
| 1Y | -50.5% | +10.4% | -60.9% | -57.7% |
| 3Y | +706.2% | +38.4% | +667.8% | +404.6% |
| All | +174.0% | +5.0% | +169.0% | +169.4% |
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 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