+457.0%
ASTS vs INVH
-19.3%
+476.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.4% |
| 7D | +18.5% | -3.1% | +21.6% | +20.3% |
| 30D | -8.1% | -7.1% | -1.0% | -4.9% |
| 3M | -28.2% | -3.0% | -25.2% | -27.9% |
| 6M | -26.1% | +10.1% | -36.2% | -31.5% |
| YTD | -9.0% | +3.8% | -12.8% | -12.4% |
| 1Y | +62.2% | -2.1% | +64.3% | +60.0% |
| 3Y | +1,621.9% | -7.0% | +1,628.9% | +1,604.4% |
| 5Y | +457.0% | -20.6% | +477.6% | +499.8% |
| All | +457.0% | -19.3% | +476.4% | +499.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling