+159.2%
JNJ vs ASTS
+244.8%
-85.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | -0.5% |
| 7D | +5.5% | -9.3% | +14.8% | +5.5% |
| 30D | +7.4% | -33.9% | +41.3% | +7.3% |
| 3M | +7.8% | -51.0% | +58.8% | +7.7% |
| 6M | +28.2% | -55.1% | +83.3% | +28.1% |
| YTD | +37.9% | -53.6% | +91.5% | +37.7% |
| 1Y | +52.4% | -51.0% | +103.3% | +52.3% |
| 3Y | +107.7% | +681.7% | -574.0% | +105.8% |
| 5Y | +96.5% | +182.4% | -85.9% | +94.7% |
| All | +159.2% | +244.8% | -85.6% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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