+195.6%
ASTS vs JOBY
-35.2%
+230.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.2% | +9.9% | +12.3% |
| 7D | +1.5% | +28.5% | -26.9% | -9.4% |
| 30D | -27.6% | +13.6% | -41.2% | -31.6% |
| 3M | -48.7% | -28.5% | -20.2% | -40.8% |
| 6M | -50.8% | -43.1% | -7.7% | -37.0% |
| YTD | -49.2% | -53.2% | +4.0% | -29.1% |
| 1Y | -46.7% | -58.5% | +11.8% | -21.2% |
| 3Y | +793.2% | +16.6% | +776.6% | +773.5% |
| 5Y | +195.6% | -34.7% | +230.3% | +227.9% |
| All | +195.6% | -35.2% | +230.8% | +227.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling