+166.5%
IVV vs ASTS
+230.9%
-64.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.7% | 0.0% |
| 7D | -2.7% | -21.1% | +18.4% | -1.6% |
| 30D | -5.4% | -46.7% | +41.3% | -2.6% |
| 3M | -4.1% | -52.0% | +47.9% | -0.9% |
| 6M | +0.7% | -54.3% | +55.0% | +3.3% |
| YTD | +8.7% | -55.5% | +64.2% | +10.6% |
| 1Y | +11.0% | -50.5% | +61.4% | +11.8% |
| 3Y | +75.4% | +706.2% | -630.8% | +45.8% |
| 5Y | +68.3% | +165.2% | -96.9% | +41.7% |
| All | +166.5% | +230.9% | -64.4% | +107.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling