+431.2%
ASTS vs IYR
+4.5%
+426.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.2% |
| 7D | +7.3% | -1.2% | +8.6% | +8.8% |
| 30D | -8.9% | -2.9% | -6.0% | -5.8% |
| 3M | -41.9% | +0.8% | -42.8% | -44.3% |
| 6M | -40.6% | +1.9% | -42.4% | -43.4% |
| YTD | -14.2% | +9.6% | -23.8% | -25.8% |
| 1Y | +48.9% | +8.1% | +40.8% | +30.8% |
| 3Y | +1,461.7% | +29.2% | +1,432.5% | +990.7% |
| All | +431.2% | +4.5% | +426.7% | +402.4% |
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