+20.0%
IWM vs ASTS
+163.9%
-143.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | +0.4% |
| 7D | -2.0% | -21.1% | +19.1% | -0.3% |
| 30D | -1.5% | -46.7% | +45.2% | +3.2% |
| 3M | -8.0% | -52.0% | +44.0% | -3.2% |
| 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% | +22.1% |
| All | +20.0% | +163.9% | -143.9% | -8.2% |
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