+14.0%
JPM vs ASTS
-49.1%
+63.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.2% |
| 3M | -4.2% | -54.4% | +50.2% | -1.1% |
| 6M | +16.4% | -56.4% | +72.8% | +18.0% |
| YTD | +9.5% | -55.1% | +64.6% | +8.8% |
| 1Y | +14.0% | -46.9% | +61.0% | +10.0% |
| All | +14.0% | -49.1% | +63.1% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling