+715.0%
ASTS vs JHX
-4.9%
+719.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.9% |
| 7D | +0.8% | -0.2% | +1.0% | +1.2% |
| 30D | -22.6% | +13.1% | -35.7% | -26.9% |
| 3M | -54.4% | -10.0% | -44.4% | -52.4% |
| 6M | -56.4% | +38.9% | -95.4% | -62.8% |
| YTD | -55.1% | +34.0% | -89.1% | -61.1% |
| 1Y | -46.9% | +66.0% | -112.9% | -57.5% |
| 3Y | +715.0% | -6.2% | +721.2% | +950.5% |
| All | +715.0% | -4.9% | +719.9% | +950.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling