+259.4%
ASTS vs JAAA
+30.2%
+229.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.5% |
| 30D | -28.8% | +0.4% | -29.2% | -29.8% |
| 3M | -48.9% | +1.2% | -50.1% | -50.9% |
| 6M | -55.6% | +2.3% | -58.0% | -59.0% |
| YTD | -49.6% | +4.0% | -53.5% | -55.5% |
| 1Y | -46.1% | +4.8% | -50.8% | -53.4% |
| 3Y | +749.7% | +18.5% | +731.2% | +468.9% |
| 5Y | +193.2% | +27.5% | +165.7% | +62.6% |
| All | +259.4% | +30.2% | +229.1% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling