+48.9%
ASTS vs JHX
+56.2%
-7.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -1.3% |
| 7D | +7.3% | +1.5% | +5.8% | +6.3% |
| 30D | -8.9% | +7.2% | -16.0% | -12.8% |
| 3M | -41.9% | +29.9% | -71.9% | -51.8% |
| 6M | -40.6% | +35.4% | -76.0% | -52.2% |
| YTD | -14.2% | +46.5% | -60.7% | -36.0% |
| 1Y | +48.9% | +55.5% | -6.7% | +8.2% |
| All | +48.9% | +56.2% | -7.4% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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