+538.9%
ASTS vs IJH
+109.4%
+429.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -4.5% |
| 7D | 0.0% | -0.7% | +0.8% | +0.8% |
| 30D | -9.2% | -3.8% | -5.4% | -5.1% |
| 3M | -29.6% | 0.0% | -29.7% | -29.1% |
| 6M | -30.5% | +8.8% | -39.2% | -34.8% |
| YTD | -14.1% | +13.5% | -27.6% | -22.1% |
| 1Y | +69.1% | +15.4% | +53.7% | +53.3% |
| 3Y | +1,525.5% | +50.9% | +1,474.6% | +1,143.0% |
| 5Y | +425.9% | +47.8% | +378.1% | +314.3% |
| All | +538.9% | +109.4% | +429.5% | +395.0% |
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