+88.7%
IWM vs ASTS
+230.9%
-142.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | +0.5% |
| 7D | -2.0% | -21.1% | +19.1% | -0.4% |
| 30D | -1.5% | -46.7% | +45.2% | +3.0% |
| 3M | -8.0% | -52.0% | +44.0% | -3.3% |
| 6M | -4.1% | -54.3% | +50.2% | -0.2% |
| YTD | +11.9% | -55.5% | +67.4% | +15.1% |
| 1Y | +15.0% | -50.5% | +65.5% | +16.6% |
| 3Y | +64.2% | +706.2% | -642.0% | +23.1% |
| 5Y | +20.4% | +165.2% | -144.8% | -7.1% |
| All | +88.7% | +230.9% | -142.3% | +36.5% |
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