+253.1%
ASTS vs BAH
+37.1%
+216.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.8% |
| 7D | +14.2% | -2.6% | +16.8% | +14.8% |
| 30D | -26.7% | +20.4% | -47.1% | -30.0% |
| 3M | -53.6% | +11.9% | -65.4% | -55.0% |
| 6M | -52.7% | +17.1% | -69.8% | -55.0% |
| YTD | -52.5% | +5.5% | -58.0% | -53.8% |
| 1Y | -46.5% | +5.6% | -52.1% | -47.8% |
| 3Y | +700.5% | -26.5% | +727.0% | +740.5% |
| 5Y | +168.5% | +6.5% | +162.0% | +161.4% |
| All | +253.1% | +37.1% | +216.0% | +237.6% |
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