+599.8%
ASTS vs JEPQ
+94.0%
+505.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.3% |
| 7D | 0.0% | +1.1% | -1.0% | -2.3% |
| 30D | -9.2% | +1.3% | -10.5% | -11.4% |
| 3M | -29.6% | +4.7% | -34.3% | -34.7% |
| 6M | -30.5% | +10.6% | -41.1% | -41.2% |
| YTD | -14.1% | +11.4% | -25.5% | -27.8% |
| 1Y | +69.1% | +19.4% | +49.7% | +27.4% |
| 3Y | +1,525.5% | +71.7% | +1,453.8% | +604.8% |
| All | +599.8% | +94.0% | +505.8% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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