+152.7%
IBM vs ASTS
+230.9%
-78.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -7.9% | -1.0% |
| 7D | -5.0% | -21.1% | +16.1% | -4.4% |
| 30D | +11.1% | -46.7% | +57.8% | +12.8% |
| 3M | +5.7% | -52.0% | +57.7% | +7.5% |
| 6M | +10.1% | -54.3% | +64.4% | +11.5% |
| YTD | -15.6% | -55.5% | +39.9% | -14.9% |
| 1Y | -19.5% | -50.5% | +30.9% | -19.3% |
| 3Y | +80.4% | +706.2% | -625.8% | +65.2% |
| 5Y | +140.0% | +165.2% | -25.2% | +121.4% |
| All | +152.7% | +230.9% | -78.2% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling