+209.1%
ASTS vs JBHT
+98.4%
+110.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.6% | -11.7% | -13.5% |
| 7D | -29.9% | -1.4% | -28.5% | -29.3% |
| 30D | -52.2% | -3.1% | -49.1% | -51.5% |
| 3M | -55.8% | -19.5% | -36.3% | -51.3% |
| 6M | -52.7% | -9.6% | -43.1% | -51.4% |
| YTD | -58.4% | +13.3% | -71.7% | -61.6% |
| 1Y | -57.1% | +29.7% | -86.8% | -62.7% |
| 3Y | +629.5% | +28.3% | +601.2% | +525.2% |
| 5Y | +147.7% | +18.5% | +129.3% | +115.9% |
| All | +209.1% | +98.4% | +110.7% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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