+14.8%
IVV vs ASTS
-47.5%
+62.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.8% |
| 7D | -0.7% | -15.8% | +15.1% | +0.2% |
| 30D | -1.0% | -39.0% | +38.0% | +1.4% |
| 3M | -0.3% | -49.3% | +49.0% | +2.9% |
| 6M | +7.4% | -47.9% | +55.3% | +9.5% |
| YTD | +13.4% | -51.0% | +64.3% | +14.6% |
| 1Y | +14.8% | -49.2% | +64.0% | +15.4% |
| All | +14.8% | -47.5% | +62.3% | +15.4% |
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