+177.9%
IVV vs ASTS
+264.6%
-86.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.8% |
| 7D | -0.7% | -15.8% | +15.1% | +0.1% |
| 30D | -1.0% | -39.0% | +38.0% | +1.2% |
| 3M | -0.3% | -49.3% | +49.0% | +2.7% |
| 6M | +7.4% | -47.9% | +55.3% | +9.4% |
| YTD | +13.4% | -51.0% | +64.3% | +14.8% |
| 1Y | +14.8% | -49.2% | +64.0% | +15.5% |
| 3Y | +83.3% | +760.4% | -677.0% | +52.0% |
| 5Y | +76.1% | +185.6% | -109.5% | +47.7% |
| All | +177.9% | +264.6% | -86.7% | +115.1% |
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