+154.1%
JNJ vs ASTS
+537.8%
-383.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +2.7% | +7.3% | -4.7% | +2.7% |
| 30D | +7.4% | -8.9% | +16.3% | +7.4% |
| 3M | +21.2% | -41.9% | +63.1% | +21.2% |
| 6M | +13.4% | -40.6% | +54.0% | +13.4% |
| YTD | +35.1% | -14.2% | +49.3% | +35.1% |
| 1Y | +57.4% | +48.9% | +8.6% | +57.4% |
| 3Y | +86.8% | +1,461.7% | -1,374.9% | +85.2% |
| 5Y | +80.8% | +404.1% | -323.3% | +79.3% |
| All | +154.1% | +537.8% | -383.7% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling