+521.2%
ASTS vs JOBY
-38.2%
+559.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +7.3% | -3.4% | +10.8% | +9.0% |
| 30D | -8.9% | -13.6% | +4.7% | -3.6% |
| 3M | -41.9% | -39.5% | -2.4% | -28.7% |
| 6M | -40.6% | -31.9% | -8.7% | -29.8% |
| YTD | -14.2% | -48.9% | +34.7% | +13.6% |
| 1Y | +48.9% | -48.5% | +97.4% | +99.2% |
| 3Y | +1,461.7% | -8.0% | +1,469.7% | +1,485.8% |
| 5Y | +404.1% | -33.7% | +437.8% | +365.5% |
| All | +521.2% | -38.2% | +559.4% | +555.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling