+48.9%
ASTS vs JBL
+52.3%
-3.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -1.1% |
| 7D | +7.3% | +3.0% | +4.3% | +4.4% |
| 30D | -8.9% | -8.3% | -0.6% | -1.9% |
| 3M | -41.9% | -16.9% | -25.0% | -31.8% |
| 6M | -40.6% | +21.8% | -62.4% | -47.5% |
| YTD | -14.2% | +36.3% | -50.5% | -32.8% |
| 1Y | +48.9% | +49.5% | -0.7% | +7.1% |
| All | +48.9% | +52.3% | -3.5% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling