+155.3%
JPM vs ASTS
+400.6%
-245.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +0.3% | +7.3% | -7.1% | 0.0% |
| 30D | -0.2% | -8.9% | +8.7% | +0.1% |
| 3M | +15.9% | -41.9% | +57.8% | +17.8% |
| 6M | +20.9% | -40.6% | +61.5% | +22.0% |
| YTD | +12.9% | -14.2% | +27.1% | +11.7% |
| 1Y | +20.3% | +48.9% | -28.6% | +15.7% |
| 3Y | +160.9% | +1,461.7% | -1,300.7% | +116.9% |
| All | +155.3% | +400.6% | -245.4% | +114.1% |
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