+537.8%
ASTS vs JBHT
+148.0%
+389.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -1.1% |
| 7D | +7.3% | +4.9% | +2.5% | +5.0% |
| 30D | -8.9% | +0.6% | -9.5% | -8.9% |
| 3M | -41.9% | -3.2% | -38.7% | -41.5% |
| 6M | -40.6% | +17.0% | -57.5% | -45.6% |
| YTD | -14.2% | +41.7% | -55.9% | -28.3% |
| 1Y | +48.9% | +90.0% | -41.1% | +7.1% |
| 3Y | +1,461.7% | +47.0% | +1,414.7% | +1,156.2% |
| 5Y | +404.1% | +58.3% | +345.8% | +294.7% |
| All | +537.8% | +148.0% | +389.7% | +382.8% |
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