+233.7%
ASTS vs BAH
+36.7%
+196.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.3% | -5.5% |
| 7D | +0.8% | +1.7% | -0.9% | +0.5% |
| 30D | -22.6% | +20.8% | -43.4% | -26.2% |
| 3M | -54.4% | +11.6% | -66.0% | -55.8% |
| 6M | -56.4% | +23.1% | -79.5% | -59.0% |
| YTD | -55.1% | +5.3% | -60.4% | -56.3% |
| 1Y | -46.9% | +6.1% | -53.1% | -48.3% |
| 3Y | +715.0% | -27.5% | +742.5% | +757.9% |
| 5Y | +153.7% | +6.2% | +147.5% | +147.2% |
| All | +233.7% | +36.7% | +196.9% | +219.2% |
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