+1,621.9%
ASTS vs IJH
+52.3%
+1,569.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.8% | +7.5% |
| 7D | +18.5% | +1.0% | +17.5% | +16.0% |
| 30D | -8.1% | -3.1% | -5.0% | -1.4% |
| 3M | -28.2% | +1.9% | -30.1% | -30.4% |
| 6M | -26.1% | +11.0% | -37.1% | -38.4% |
| YTD | -9.0% | +14.7% | -23.7% | -28.2% |
| 1Y | +62.2% | +15.6% | +46.6% | +29.4% |
| 3Y | +1,621.9% | +52.5% | +1,569.3% | +736.9% |
| All | +1,621.9% | +52.3% | +1,569.6% | +736.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling