+230.9%
ASTS vs BAH
+34.4%
+196.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.4% | +11.5% | +8.0% |
| 7D | -21.1% | -3.5% | -17.5% | -20.6% |
| 30D | -46.7% | +24.3% | -70.9% | -49.6% |
| 3M | -52.0% | +16.3% | -68.3% | -54.0% |
| 6M | -54.3% | +13.6% | -67.8% | -56.2% |
| YTD | -55.5% | +3.5% | -59.0% | -56.5% |
| 1Y | -50.5% | +2.7% | -53.2% | -51.4% |
| 3Y | +706.2% | -26.6% | +732.8% | +747.4% |
| 5Y | +165.2% | +8.5% | +156.7% | +158.4% |
| All | +230.9% | +34.4% | +196.5% | +217.7% |
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