+576.8%
ASTS vs JHX
+80.3%
+496.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.9% | +6.8% |
| 7D | +18.5% | +4.5% | +14.0% | +16.4% |
| 30D | -8.1% | -1.2% | -6.9% | -7.7% |
| 3M | -28.2% | +32.8% | -60.9% | -35.8% |
| 6M | -26.1% | +41.2% | -67.3% | -35.5% |
| YTD | -9.0% | +43.9% | -52.9% | -20.9% |
| 1Y | +62.2% | +48.0% | +14.1% | +39.7% |
| 3Y | +1,621.9% | +1.2% | +1,620.7% | +1,493.5% |
| 5Y | +457.0% | -22.6% | +479.6% | +408.4% |
| All | +576.8% | +80.3% | +496.4% | +493.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling