-52.3%
IONQ vs ASTS
-56.7%
+4.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -15.2% | +4.7% | -3.4% |
| 7D | -16.7% | -29.9% | +13.2% | -1.9% |
| 30D | -38.9% | -52.2% | +13.2% | -14.9% |
| 3M | -33.8% | -55.8% | +22.0% | -4.6% |
| 6M | -44.9% | -52.7% | +7.8% | -26.8% |
| YTD | -41.1% | -58.4% | +17.3% | -26.1% |
| 1Y | -52.3% | -57.1% | +4.8% | -43.0% |
| All | -52.3% | -56.7% | +4.4% | -43.0% |
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