+182.4%
ASTS vs IJH
+37.9%
+144.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.3% | -8.0% |
| 7D | -9.3% | 0.0% | -9.3% | -8.1% |
| 30D | -33.9% | +1.0% | -34.8% | -34.0% |
| 3M | -51.0% | -4.1% | -46.9% | -45.8% |
| 6M | -55.1% | +0.7% | -55.9% | -54.2% |
| YTD | -53.6% | +13.2% | -66.8% | -61.0% |
| 1Y | -51.0% | +14.9% | -65.9% | -59.1% |
| 3Y | +681.7% | +58.4% | +623.3% | +295.1% |
| 5Y | +182.4% | +38.7% | +143.7% | +81.4% |
| All | +182.4% | +37.9% | +144.5% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling