+69.1%
ASTS vs IJR
+21.8%
+47.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -2.9% |
| 7D | 0.0% | -1.1% | +1.1% | +2.8% |
| 30D | -9.2% | -3.6% | -5.6% | -0.1% |
| 3M | -29.6% | +2.3% | -32.0% | -33.1% |
| 6M | -30.5% | +14.3% | -44.8% | -47.9% |
| YTD | -14.1% | +19.3% | -33.3% | -41.1% |
| 1Y | +69.1% | +22.6% | +46.5% | +14.6% |
| All | +69.1% | +21.8% | +47.3% | +14.6% |
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 2025-09-09 to 2026-09-09: 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling