+233.7%
ASTS vs JHX
+67.9%
+165.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.8% |
| 7D | +0.8% | -0.2% | +1.0% | +1.2% |
| 30D | -22.6% | +13.1% | -35.7% | -26.2% |
| 3M | -54.4% | -10.0% | -44.4% | -52.7% |
| 6M | -56.4% | +38.9% | -95.4% | -61.8% |
| YTD | -55.1% | +34.0% | -89.1% | -60.0% |
| 1Y | -46.9% | +66.0% | -112.9% | -55.9% |
| 3Y | +715.0% | -6.2% | +721.2% | +677.6% |
| 5Y | +153.7% | -31.6% | +185.3% | +138.5% |
| All | +233.7% | +67.9% | +165.8% | +199.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling