+165.6%
IVV vs ASTS
+209.1%
-43.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -15.2% | +10.8% | -3.6% |
| 7D | -4.8% | -29.9% | +25.1% | -3.1% |
| 30D | -5.9% | -52.2% | +46.2% | -2.6% |
| 3M | -4.5% | -55.8% | +51.3% | -1.0% |
| 6M | +1.8% | -52.7% | +54.6% | +4.3% |
| YTD | +8.4% | -58.4% | +66.8% | +10.6% |
| 1Y | +9.4% | -57.1% | +66.5% | +11.0% |
| 3Y | +75.3% | +629.5% | -554.2% | +46.5% |
| 5Y | +67.8% | +147.7% | -80.0% | +41.7% |
| All | +165.6% | +209.1% | -43.5% | +107.3% |
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