+161.8%
JNJ vs ASTS
+253.1%
-91.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.8% | +6.9% | +1.1% |
| 7D | +4.1% | +14.2% | -10.1% | +4.1% |
| 30D | +14.0% | -26.7% | +40.7% | +14.0% |
| 3M | +9.2% | -53.6% | +62.8% | +9.1% |
| 6M | +27.8% | -52.7% | +80.5% | +27.7% |
| YTD | +39.2% | -52.5% | +91.7% | +39.1% |
| 1Y | +49.1% | -46.5% | +95.6% | +49.0% |
| 3Y | +109.7% | +700.5% | -590.8% | +107.8% |
| 5Y | +97.6% | +168.5% | -70.9% | +95.8% |
| All | +161.8% | +253.1% | -91.4% | +151.1% |
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