-35.4%
IONQ vs ASTS
-49.4%
+14.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +0.6% |
| 7D | -8.9% | -15.8% | +6.9% | -0.8% |
| 30D | -31.3% | -39.0% | +7.8% | -12.9% |
| 3M | -29.2% | -49.3% | +20.1% | -1.9% |
| 6M | -35.4% | -47.9% | +12.5% | -12.1% |
| All | -35.4% | -49.4% | +14.0% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling