+7.2%
JPM vs ASTS
-51.2%
+58.4%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -0.8% |
| 7D | -0.8% | -21.1% | +20.3% | -0.9% |
| 30D | +1.5% | -46.7% | +48.2% | +1.0% |
| 3M | -5.7% | -52.0% | +46.4% | -6.2% |
| 6M | +7.2% | -54.3% | +61.5% | +5.9% |
| All | +7.2% | -51.2% | +58.4% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling