-49.2%
ASTS vs IJR
+24.2%
-73.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.5% | -7.6% |
| 7D | -15.8% | +2.3% | -18.1% | -21.1% |
| 30D | -39.0% | +2.8% | -41.9% | -43.5% |
| 3M | -49.3% | -4.6% | -44.7% | -42.1% |
| 6M | -47.9% | +5.7% | -53.6% | -54.0% |
| YTD | -51.0% | +19.9% | -70.9% | -69.7% |
| 1Y | -49.2% | +24.2% | -73.3% | -70.4% |
| All | -49.2% | +24.2% | -73.3% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling