+264.6%
ASTS vs JBHT
+105.7%
+158.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.6% |
| 7D | -15.8% | +1.7% | -17.5% | -16.5% |
| 30D | -39.0% | -1.2% | -37.9% | -38.9% |
| 3M | -49.3% | -17.1% | -32.2% | -45.0% |
| 6M | -47.9% | -4.4% | -43.6% | -48.1% |
| YTD | -51.0% | +17.5% | -68.4% | -55.6% |
| 1Y | -49.2% | +32.6% | -81.7% | -56.3% |
| 3Y | +760.4% | +33.0% | +727.4% | +623.0% |
| 5Y | +185.6% | +20.3% | +165.3% | +144.8% |
| All | +264.6% | +105.7% | +158.9% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling