+537.8%
ASTS vs IJH
+113.1%
+424.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | +0.1% | +7.2% | +7.3% |
| 30D | -8.9% | -1.5% | -7.4% | -7.1% |
| 3M | -41.9% | +0.8% | -42.7% | -41.8% |
| 6M | -40.6% | +7.6% | -48.2% | -43.6% |
| YTD | -14.2% | +15.5% | -29.7% | -23.6% |
| 1Y | +48.9% | +16.9% | +31.9% | +33.1% |
| 3Y | +1,461.7% | +48.1% | +1,413.6% | +1,103.2% |
| 5Y | +404.1% | +47.8% | +356.3% | +291.4% |
| All | +537.8% | +113.1% | +424.7% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling