+17.1%
IWM vs ASTS
-46.0%
+63.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | +0.1% |
| 7D | -0.3% | +2.8% | -3.1% | -0.8% |
| 30D | +1.9% | -28.8% | +30.7% | +4.4% |
| 3M | -5.7% | -48.9% | +43.2% | -1.0% |
| 6M | -0.3% | -55.6% | +55.3% | +4.4% |
| YTD | +15.8% | -49.6% | +65.4% | +17.0% |
| 1Y | +17.1% | -46.1% | +63.1% | +16.1% |
| All | +17.1% | -46.0% | +63.1% | +16.1% |
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