-13.3%
IBM vs ASTS
-47.5%
+34.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +1.8% |
| 7D | +0.4% | -15.8% | +16.2% | +0.9% |
| 30D | +14.8% | -39.0% | +53.8% | +16.1% |
| 3M | +8.9% | -49.3% | +58.3% | +10.6% |
| 6M | +12.4% | -47.9% | +60.4% | +12.5% |
| YTD | -12.4% | -51.0% | +38.6% | -12.2% |
| 1Y | -13.3% | -49.2% | +35.9% | -13.7% |
| All | -13.3% | -47.5% | +34.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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