+274.8%
ASTS vs IJH
+110.6%
+164.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +7.8% |
| 7D | +2.8% | +0.2% | +2.6% | +3.6% |
| 30D | -28.8% | +2.1% | -31.0% | -29.6% |
| 3M | -48.9% | -3.6% | -45.3% | -46.1% |
| 6M | -55.6% | +1.8% | -57.5% | -55.4% |
| YTD | -49.6% | +14.1% | -63.7% | -54.0% |
| 1Y | -46.1% | +15.9% | -61.9% | -51.0% |
| 3Y | +749.7% | +59.7% | +690.0% | +527.1% |
| 5Y | +193.2% | +39.1% | +154.1% | +135.8% |
| All | +274.8% | +110.6% | +164.3% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling