+425.9%
ASTS vs IJH
+47.6%
+378.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -3.6% |
| 7D | 0.0% | -0.7% | +0.8% | +1.4% |
| 30D | -9.2% | -3.8% | -5.4% | -1.8% |
| 3M | -29.6% | 0.0% | -29.7% | -29.0% |
| 6M | -30.5% | +8.8% | -39.2% | -38.7% |
| YTD | -14.1% | +13.5% | -27.6% | -29.2% |
| 1Y | +69.1% | +15.4% | +53.7% | +38.5% |
| 3Y | +1,525.5% | +50.9% | +1,474.6% | +785.2% |
| 5Y | +425.9% | +47.8% | +378.1% | +214.9% |
| All | +425.9% | +47.6% | +378.2% | +214.9% |
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 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