+762.5%
ASTS vs JEPQ
+62.4%
+700.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.1% |
| 7D | +14.2% | +5.7% | +8.5% | +0.1% |
| 30D | -26.7% | -5.9% | -20.8% | -12.1% |
| 3M | -53.6% | -2.5% | -51.1% | -48.9% |
| 6M | -52.7% | +1.3% | -54.0% | -51.3% |
| YTD | -52.5% | +7.8% | -60.3% | -57.1% |
| 1Y | -46.5% | +8.8% | -55.3% | -51.7% |
| All | +762.5% | +62.4% | +700.1% | +553.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling