+537.8%
ASTS vs IJR
+102.2%
+435.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.1% |
| 7D | +7.3% | -0.2% | +7.5% | +7.6% |
| 30D | -8.9% | -2.4% | -6.5% | -6.4% |
| 3M | -41.9% | +3.9% | -45.9% | -43.7% |
| 6M | -40.6% | +12.4% | -53.0% | -45.7% |
| YTD | -14.2% | +21.5% | -35.7% | -26.5% |
| 1Y | +48.9% | +24.0% | +24.9% | +26.7% |
| 3Y | +1,461.7% | +49.7% | +1,412.0% | +1,107.2% |
| 5Y | +404.1% | +39.7% | +364.5% | +306.1% |
| All | +537.8% | +102.2% | +435.6% | +408.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling