+253.1%
ASTS vs BAH
+36.2%
+217.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.7% |
| 7D | +14.2% | -3.2% | +17.5% | +15.0% |
| 30D | -26.7% | +19.5% | -46.2% | -29.9% |
| 3M | -53.6% | +11.1% | -64.7% | -55.0% |
| 6M | -52.7% | +16.3% | -69.0% | -54.9% |
| YTD | -52.5% | +4.8% | -57.3% | -53.7% |
| 1Y | -46.5% | +4.9% | -51.4% | -47.8% |
| 3Y | +700.5% | -27.0% | +727.5% | +741.8% |
| 5Y | +168.5% | +5.7% | +162.7% | +161.8% |
| All | +253.1% | +36.2% | +217.0% | +238.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling