+244.8%
ASTS vs IJR
+97.1%
+147.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.3% |
| 7D | -9.3% | +0.1% | -9.4% | -8.7% |
| 30D | -33.9% | +2.6% | -36.5% | -35.0% |
| 3M | -51.0% | -4.3% | -46.7% | -48.2% |
| 6M | -55.1% | +2.7% | -57.8% | -55.3% |
| YTD | -53.6% | +18.5% | -72.1% | -58.9% |
| 1Y | -51.0% | +20.1% | -71.0% | -56.7% |
| 3Y | +681.7% | +61.7% | +619.9% | +483.3% |
| 5Y | +182.4% | +28.5% | +153.9% | +138.3% |
| All | +244.8% | +97.1% | +147.7% | +184.4% |
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 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