-49.2%
ASTS vs BAH
+6.2%
-55.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.5% |
| 7D | -15.8% | +5.8% | -21.6% | -17.0% |
| 30D | -39.0% | +28.7% | -67.7% | -43.1% |
| 3M | -49.3% | +20.9% | -70.2% | -52.0% |
| 6M | -47.9% | +15.2% | -63.1% | -49.7% |
| YTD | -51.0% | +7.1% | -58.0% | -55.2% |
| 1Y | -49.2% | +6.4% | -55.5% | -56.0% |
| All | -49.2% | +6.2% | -55.3% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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