+277.7%
ASTS vs JEPQ
+82.8%
+194.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -7.6% |
| 7D | -9.3% | -1.4% | -8.0% | -5.2% |
| 30D | -33.9% | -8.6% | -25.3% | -17.5% |
| 3M | -51.0% | -4.5% | -46.5% | -44.1% |
| 6M | -55.1% | -1.3% | -53.8% | -50.9% |
| YTD | -53.6% | +5.0% | -58.6% | -54.4% |
| 1Y | -51.0% | +5.9% | -56.8% | -51.8% |
| 3Y | +681.7% | +58.0% | +623.7% | +311.2% |
| All | +277.7% | +82.8% | +194.9% | +62.7% |
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