+457.0%
ASTS vs IJR
+40.3%
+416.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.9% | +7.4% |
| 7D | +18.5% | +0.9% | +17.6% | +16.7% |
| 30D | -8.1% | -3.1% | -4.9% | -2.5% |
| 3M | -28.2% | +4.4% | -32.6% | -33.0% |
| 6M | -26.1% | +16.1% | -42.2% | -41.2% |
| YTD | -9.0% | +20.6% | -29.5% | -31.3% |
| 1Y | +62.2% | +22.9% | +39.3% | +20.7% |
| 3Y | +1,621.9% | +55.2% | +1,566.7% | +832.1% |
| 5Y | +457.0% | +41.1% | +415.9% | +261.6% |
| All | +457.0% | +40.3% | +416.8% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling