+23.8%
IWM vs ASTS
+148.1%
-124.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.1% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | +2.3% | -22.6% | +24.9% | +4.0% |
| 3M | -8.3% | -54.4% | +46.1% | -3.2% |
| 6M | -1.3% | -56.4% | +55.1% | +3.2% |
| YTD | +13.5% | -55.1% | +68.6% | +16.6% |
| 1Y | +18.4% | -46.9% | +65.3% | +19.3% |
| 3Y | +69.6% | +715.0% | -645.4% | +26.0% |
| All | +23.8% | +148.1% | -124.3% | -3.9% |
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