+48.9%
ASTS vs IJR
+25.5%
+23.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.6% |
| 7D | +7.3% | -0.2% | +7.5% | +8.0% |
| 30D | -8.9% | -2.4% | -6.5% | -2.6% |
| 3M | -41.9% | +3.9% | -45.9% | -46.7% |
| 6M | -40.6% | +12.4% | -53.0% | -53.9% |
| YTD | -14.2% | +21.5% | -35.7% | -44.4% |
| 1Y | +48.9% | +24.0% | +24.9% | -5.0% |
| All | +48.9% | +25.5% | +23.4% | -5.0% |
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