+1,504.6%
ASTS vs INVH
-7.6%
+1,512.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | 0.0% | -2.3% | +2.3% | +0.4% |
| 30D | -9.2% | -5.7% | -3.5% | -8.4% |
| 3M | -29.6% | -4.5% | -25.2% | -29.3% |
| 6M | -30.5% | +11.0% | -41.4% | -33.5% |
| YTD | -14.1% | +3.7% | -17.7% | -15.8% |
| 1Y | +69.1% | -2.8% | +72.0% | +69.0% |
| All | +1,504.6% | -7.6% | +1,512.2% | +1,439.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling