+209.1%
ASTS vs JD
+3.3%
+205.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +3.3% | -18.5% | -16.3% |
| 7D | -29.9% | +11.7% | -41.6% | -32.7% |
| 30D | -52.2% | +8.1% | -60.2% | -53.5% |
| 3M | -55.8% | -12.0% | -43.8% | -54.2% |
| 6M | -52.7% | -3.5% | -49.2% | -52.9% |
| YTD | -58.4% | +3.3% | -61.8% | -59.6% |
| 1Y | -57.1% | -7.4% | -49.7% | -56.7% |
| 3Y | +629.5% | +16.6% | +612.9% | +570.5% |
| 5Y | +147.7% | -57.9% | +205.6% | +176.9% |
| All | +209.1% | +3.3% | +205.8% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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