+225.8%
JPM vs ASTS
+233.7%
-7.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.2% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | +3.3% | -22.6% | +25.9% | +4.0% |
| 3M | -4.2% | -54.4% | +50.2% | -1.7% |
| 6M | +16.4% | -56.4% | +72.8% | +18.7% |
| YTD | +9.5% | -55.1% | +64.6% | +10.7% |
| 1Y | +14.0% | -46.9% | +61.0% | +14.2% |
| 3Y | +153.1% | +715.0% | -561.9% | +119.8% |
| 5Y | +134.9% | +153.7% | -18.8% | +105.8% |
| All | +225.8% | +233.7% | -7.9% | +158.0% |
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 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