+399.7%
ASTS vs JHX
-27.7%
+427.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -3.9% | -6.3% | +2.4% | -0.7% |
| 30D | -19.4% | -7.7% | -11.7% | -16.1% |
| 3M | -38.6% | +19.2% | -57.8% | -44.5% |
| 6M | -32.1% | +38.3% | -70.4% | -43.3% |
| YTD | -17.6% | +37.2% | -54.8% | -30.8% |
| 1Y | +56.0% | +42.3% | +13.7% | +28.5% |
| 3Y | +1,438.8% | -4.4% | +1,443.2% | +1,264.7% |
| All | +399.7% | -27.7% | +427.3% | +382.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling