+576.8%
ASTS vs JBL
+770.0%
-193.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.8% |
| 7D | +18.5% | +4.4% | +14.1% | +15.9% |
| 30D | -8.1% | -8.4% | +0.4% | -3.9% |
| 3M | -28.2% | -14.2% | -14.0% | -22.1% |
| 6M | -26.1% | +29.6% | -55.7% | -32.6% |
| YTD | -9.0% | +37.1% | -46.0% | -19.5% |
| 1Y | +62.2% | +49.5% | +12.7% | +39.0% |
| 3Y | +1,621.9% | +192.7% | +1,429.2% | +1,001.4% |
| 5Y | +457.0% | +411.3% | +45.7% | +189.8% |
| All | +576.8% | +770.0% | -193.2% | +240.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling