+74.8%
IVV vs ASTS
+636.6%
-561.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -15.2% | +10.8% | -3.8% |
| 7D | -4.8% | -29.9% | +25.1% | -3.5% |
| 30D | -5.9% | -52.2% | +46.2% | -3.4% |
| 3M | -4.5% | -55.8% | +51.3% | -1.8% |
| 6M | +1.8% | -52.7% | +54.6% | +3.8% |
| YTD | +8.4% | -58.4% | +66.8% | +10.3% |
| 1Y | +9.4% | -57.1% | +66.5% | +10.8% |
| All | +74.8% | +636.6% | -561.7% | +68.8% |
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