+538.9%
ASTS vs IJR
+98.5%
+440.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -4.6% |
| 7D | 0.0% | -1.1% | +1.1% | +1.1% |
| 30D | -9.2% | -3.6% | -5.6% | -5.7% |
| 3M | -29.6% | +2.3% | -32.0% | -30.8% |
| 6M | -30.5% | +14.3% | -44.8% | -37.5% |
| YTD | -14.1% | +19.3% | -33.3% | -25.1% |
| 1Y | +69.1% | +22.6% | +46.5% | +45.5% |
| 3Y | +1,525.5% | +53.5% | +1,472.0% | +1,144.4% |
| 5Y | +425.9% | +39.9% | +385.9% | +329.6% |
| All | +538.9% | +98.5% | +440.4% | +418.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling