+56.0%
ASTS vs JHX
+43.8%
+12.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | -3.9% | -6.3% | +2.4% | 0.0% |
| 30D | -19.4% | -7.7% | -11.7% | -15.3% |
| 3M | -38.6% | +19.2% | -57.8% | -46.0% |
| 6M | -32.1% | +38.3% | -70.4% | -46.4% |
| YTD | -17.6% | +37.2% | -54.8% | -35.4% |
| 1Y | +56.0% | +42.3% | +13.7% | +23.9% |
| All | +56.0% | +43.8% | +12.2% | +23.9% |
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 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