+274.8%
ASTS vs JD
+0.5%
+274.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +9.2% |
| 7D | +2.8% | +0.4% | +2.4% | +2.3% |
| 30D | -28.8% | +4.2% | -33.1% | -30.1% |
| 3M | -48.9% | -12.8% | -36.1% | -46.9% |
| 6M | -55.6% | -8.8% | -46.9% | -55.1% |
| YTD | -49.6% | +0.5% | -50.1% | -50.6% |
| 1Y | -46.1% | -8.8% | -37.3% | -45.3% |
| 3Y | +749.7% | +18.6% | +731.1% | +677.5% |
| 5Y | +193.2% | -62.2% | +255.4% | +234.6% |
| All | +274.8% | +0.5% | +274.4% | +309.9% |
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