+537.8%
ASTS vs INVH
+12.3%
+525.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +7.3% | -2.9% | +10.2% | +8.3% |
| 30D | -8.9% | -6.9% | -2.0% | -7.0% |
| 3M | -41.9% | -2.7% | -39.2% | -41.9% |
| 6M | -40.6% | +8.2% | -48.8% | -42.7% |
| YTD | -14.2% | +4.5% | -18.7% | -16.2% |
| 1Y | +48.9% | -2.3% | +51.2% | +48.0% |
| 3Y | +1,461.7% | -7.3% | +1,468.9% | +1,467.8% |
| 5Y | +404.1% | -20.5% | +424.6% | +420.5% |
| All | +537.8% | +12.3% | +525.5% | +534.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling