+79.1%
ASTS vs IJR
+23.1%
+56.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.9% | +8.0% |
| 7D | +18.5% | +0.9% | +17.6% | +15.9% |
| 30D | -8.1% | -3.1% | -4.9% | -0.2% |
| 3M | -28.2% | +4.4% | -32.6% | -35.2% |
| 6M | -26.1% | +16.1% | -42.2% | -46.7% |
| YTD | -9.0% | +20.6% | -29.5% | -39.3% |
| All | +79.1% | +23.1% | +56.0% | +18.1% |
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