+26.4%
IWM vs ASTS
+37.2%
-10.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +0.1% | +7.3% | -7.3% | -0.6% |
| 30D | -1.3% | -8.9% | +7.6% | -0.7% |
| 3M | +1.6% | -41.9% | +43.5% | +5.3% |
| 6M | +13.6% | -40.6% | +54.1% | +15.8% |
| YTD | +20.8% | -14.2% | +35.0% | +17.9% |
| 1Y | +26.4% | +48.9% | -22.4% | +21.1% |
| All | +26.4% | +37.2% | -10.8% | +21.1% |
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 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