+1,599.7%
ASTS vs JHX
+0.2%
+1,599.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.9% | +6.9% |
| 7D | +18.5% | +4.5% | +14.0% | +16.0% |
| 30D | -8.1% | -1.2% | -6.9% | -7.7% |
| 3M | -28.2% | +32.8% | -60.9% | -37.3% |
| 6M | -26.1% | +41.2% | -67.3% | -37.3% |
| YTD | -9.0% | +43.9% | -52.9% | -23.3% |
| 1Y | +62.2% | +48.0% | +14.1% | +35.2% |
| All | +1,599.7% | +0.2% | +1,599.5% | +1,354.2% |
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 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