+64.1%
IWM vs ASTS
+1,473.5%
-1,409.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +0.1% | +7.3% | -7.3% | -0.4% |
| 30D | -1.3% | -8.9% | +7.6% | -0.8% |
| 3M | +1.6% | -41.9% | +43.5% | +4.2% |
| 6M | +13.6% | -40.6% | +54.1% | +15.3% |
| YTD | +20.8% | -14.2% | +35.0% | +19.2% |
| 1Y | +26.4% | +48.9% | -22.4% | +20.0% |
| All | +64.1% | +1,473.5% | -1,409.3% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling