+244.0%
ASTS vs JOBY
-51.0%
+295.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -9.2% | +3.4% | -2.0% |
| 7D | +14.2% | +0.8% | +13.5% | +14.1% |
| 30D | -26.7% | +7.9% | -34.6% | -28.9% |
| 3M | -53.6% | -32.9% | -20.7% | -45.1% |
| 6M | -52.7% | -49.1% | -3.6% | -37.2% |
| YTD | -52.5% | -59.5% | +7.0% | -30.5% |
| 1Y | -46.5% | -67.2% | +20.7% | -14.7% |
| 3Y | +700.5% | +2.9% | +697.6% | +727.1% |
| 5Y | +168.5% | -41.3% | +209.8% | +168.3% |
| All | +244.0% | -51.0% | +295.0% | +300.9% |
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