+431.2%
ASTS vs JD
-60.2%
+491.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.5% |
| 7D | +7.3% | -1.7% | +9.0% | +8.0% |
| 30D | -8.9% | -13.2% | +4.3% | -3.9% |
| 3M | -41.9% | -3.2% | -38.7% | -41.7% |
| 6M | -40.6% | +15.2% | -55.8% | -45.0% |
| YTD | -14.2% | +2.0% | -16.2% | -16.3% |
| 1Y | +48.9% | -5.4% | +54.2% | +48.9% |
| 3Y | +1,461.7% | -9.1% | +1,470.8% | +1,434.7% |
| All | +431.2% | -60.2% | +491.4% | +608.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling