+191.0%
IONQ vs ASTS
+688.5%
-497.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +7.1% | +16.4% | +21.5% |
| 7D | +8.6% | -21.1% | +29.7% | +16.1% |
| 30D | -21.1% | -46.7% | +25.6% | -6.4% |
| 3M | -17.9% | -52.0% | +34.1% | +0.2% |
| 6M | -37.9% | -54.3% | +16.3% | -24.5% |
| YTD | -27.3% | -55.5% | +28.2% | -12.8% |
| 1Y | -43.2% | -50.5% | +7.3% | -33.5% |
| 3Y | +191.0% | +706.2% | -515.2% | +143.8% |
| All | +191.0% | +688.5% | -497.5% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling