-49.2%
ASTS vs IJH
+17.8%
-66.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -6.0% |
| 7D | -15.8% | +1.7% | -17.5% | -20.2% |
| 30D | -39.0% | +1.2% | -40.3% | -41.2% |
| 3M | -49.3% | -3.4% | -45.9% | -43.1% |
| 6M | -47.9% | +3.7% | -51.6% | -52.0% |
| YTD | -51.0% | +13.9% | -64.9% | -69.1% |
| 1Y | -49.2% | +17.4% | -66.6% | -69.8% |
| All | -49.2% | +17.8% | -66.9% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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