+160.5%
JNJ vs ASTS
+277.6%
-117.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +14.1% | -12.0% | +2.1% |
| 7D | +4.3% | +1.5% | +2.7% | +4.3% |
| 30D | +7.9% | -27.6% | +35.5% | +7.9% |
| 3M | +9.4% | -48.7% | +58.1% | +9.3% |
| 6M | +28.8% | -50.8% | +79.7% | +28.7% |
| YTD | +38.5% | -49.2% | +87.7% | +38.4% |
| 1Y | +54.6% | -46.7% | +101.3% | +54.5% |
| 3Y | +108.4% | +793.2% | -684.8% | +106.5% |
| 5Y | +99.6% | +195.6% | -96.0% | +97.8% |
| All | +160.5% | +277.6% | -117.1% | +149.9% |
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