+235.9%
ASTS vs JOBY
-45.7%
+281.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.2% | -4.5% | -6.9% |
| 7D | -9.3% | +22.1% | -31.4% | -16.8% |
| 30D | -33.9% | +8.8% | -42.7% | -36.1% |
| 3M | -51.0% | -32.8% | -18.2% | -42.2% |
| 6M | -55.1% | -45.5% | -9.6% | -42.0% |
| YTD | -53.6% | -55.2% | +1.5% | -35.0% |
| 1Y | -51.0% | -62.5% | +11.5% | -25.9% |
| 3Y | +681.7% | +14.1% | +667.6% | +674.2% |
| 5Y | +182.4% | -35.9% | +218.3% | +171.6% |
| All | +235.9% | -45.7% | +281.6% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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