+19.2%
IWM vs ASTS
+138.7%
-119.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -15.2% | +10.6% | -3.4% |
| 7D | -4.6% | -29.9% | +25.3% | -2.0% |
| 30D | -3.7% | -52.2% | +48.5% | +1.7% |
| 3M | -9.4% | -55.8% | +46.5% | -4.0% |
| 6M | -3.6% | -52.7% | +49.1% | +0.1% |
| YTD | +10.8% | -58.4% | +69.2% | +14.6% |
| 1Y | +11.9% | -57.1% | +69.0% | +14.7% |
| 3Y | +60.6% | +629.5% | -568.9% | +20.5% |
| 5Y | +19.2% | +147.7% | -128.5% | -10.7% |
| All | +19.2% | +138.7% | -119.5% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling