+522.3%
ASTS vs JOBY
-41.1%
+563.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.1% | +0.5% | -3.1% |
| 7D | 0.0% | -5.9% | +5.9% | +2.6% |
| 30D | -9.2% | -27.1% | +17.9% | +3.1% |
| 3M | -29.6% | -30.7% | +1.1% | -18.1% |
| 6M | -30.5% | -36.1% | +5.6% | -15.7% |
| YTD | -14.1% | -51.4% | +37.3% | +16.1% |
| 1Y | +69.1% | -52.2% | +121.3% | +132.8% |
| 3Y | +1,525.5% | -12.1% | +1,537.6% | +1,583.2% |
| 5Y | +425.9% | -31.1% | +457.0% | +386.1% |
| All | +522.3% | -41.1% | +563.4% | +570.1% |
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