+253.1%
ASTS vs JBL
+624.1%
-371.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -6.0% |
| 7D | +14.2% | +10.0% | +4.3% | +9.2% |
| 30D | -26.7% | -18.2% | -8.5% | -17.8% |
| 3M | -53.6% | -29.0% | -24.6% | -44.6% |
| 6M | -52.7% | -25.9% | -26.9% | -44.3% |
| YTD | -52.5% | +14.1% | -66.6% | -53.7% |
| 1Y | -46.5% | +21.7% | -68.2% | -49.0% |
| 3Y | +700.5% | +103.8% | +596.6% | +504.5% |
| 5Y | +168.5% | +310.0% | -141.5% | +54.8% |
| All | +253.1% | +624.1% | -371.0% | +96.0% |
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