+95.0%
JNJ vs ASTS
+163.9%
-68.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.6% | +1.4% |
| 7D | +1.1% | -21.1% | +22.2% | +1.1% |
| 30D | +6.9% | -46.7% | +53.6% | +6.7% |
| 3M | +8.0% | -52.0% | +60.0% | +7.9% |
| 6M | +24.3% | -54.3% | +78.5% | +24.1% |
| YTD | +35.6% | -55.5% | +91.1% | +35.5% |
| 1Y | +51.1% | -50.5% | +101.5% | +50.9% |
| 3Y | +98.3% | +706.2% | -607.9% | +96.5% |
| All | +95.0% | +163.9% | -68.9% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling