+160.4%
ASTS vs JBL
+299.0%
-138.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -3.9% |
| 7D | +0.8% | +6.3% | -5.5% | -3.0% |
| 30D | -22.6% | -13.5% | -9.1% | -13.1% |
| 3M | -54.4% | -31.3% | -23.1% | -40.4% |
| 6M | -56.4% | -28.4% | -28.0% | -44.2% |
| YTD | -55.1% | +11.6% | -66.7% | -57.2% |
| 1Y | -46.9% | +26.1% | -73.1% | -52.8% |
| 3Y | +715.0% | +97.4% | +617.6% | +408.8% |
| All | +160.4% | +299.0% | -138.6% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling