+69.1%
ASTS vs INVH
-2.1%
+71.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | 0.0% | -2.3% | +2.3% | -0.6% |
| 30D | -9.2% | -5.7% | -3.5% | -10.6% |
| 3M | -29.6% | -4.5% | -25.2% | -30.2% |
| 6M | -30.5% | +11.0% | -41.4% | -31.7% |
| YTD | -14.1% | +3.7% | -17.7% | -15.7% |
| 1Y | +69.1% | -2.8% | +72.0% | +59.0% |
| All | +69.1% | -2.1% | +71.2% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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