+151.0%
JPM vs ASTS
+741.8%
-590.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | +0.2% |
| 7D | -2.5% | +2.8% | -5.3% | -2.6% |
| 30D | +2.7% | -28.8% | +31.6% | +3.5% |
| 3M | -4.7% | -48.9% | +44.2% | -3.3% |
| 6M | +15.6% | -55.6% | +71.2% | +17.0% |
| YTD | +8.6% | -49.6% | +58.2% | +9.2% |
| 1Y | +10.9% | -46.1% | +57.0% | +11.1% |
| All | +151.0% | +741.8% | -590.8% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling