-18.7%
IBM vs ASTS
-46.0%
+27.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | +1.2% |
| 7D | -1.7% | +2.8% | -4.5% | -1.9% |
| 30D | +10.1% | -28.8% | +38.9% | +11.0% |
| 3M | +4.8% | -48.9% | +53.7% | +6.5% |
| 6M | +12.6% | -55.6% | +68.2% | +13.5% |
| YTD | -13.9% | -49.6% | +35.7% | -14.3% |
| 1Y | -18.7% | -46.1% | +27.4% | -20.1% |
| All | -18.7% | -46.0% | +27.3% | -20.1% |
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