+173.5%
IONQ vs ASTS
+161.7%
+11.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.5% |
| 7D | -8.9% | -15.8% | +6.9% | -4.8% |
| 30D | -31.3% | -39.0% | +7.8% | -22.2% |
| 3M | -29.2% | -49.3% | +20.1% | -16.0% |
| 6M | -35.4% | -47.9% | +12.5% | -25.0% |
| YTD | -34.2% | -51.0% | +16.8% | -24.1% |
| 1Y | -44.7% | -49.2% | +4.5% | -36.9% |
| 3Y | +155.1% | +760.4% | -605.3% | +47.1% |
| 5Y | +79.8% | +185.6% | -105.9% | +12.1% |
| All | +173.5% | +161.7% | +11.8% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling