+598.5%
ASTS vs JEPQ
+94.3%
+504.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | -0.4% |
| 7D | +7.3% | +0.7% | +6.7% | +5.9% |
| 30D | -8.9% | +2.0% | -10.9% | -12.2% |
| 3M | -41.9% | +2.0% | -43.9% | -42.8% |
| 6M | -40.6% | +10.4% | -51.0% | -49.5% |
| YTD | -14.2% | +11.6% | -25.8% | -28.2% |
| 1Y | +48.9% | +20.7% | +28.2% | +9.8% |
| 3Y | +1,461.7% | +70.8% | +1,390.8% | +582.3% |
| All | +598.5% | +94.3% | +504.3% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling