+274.8%
ASTS vs BAH
+36.9%
+238.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +8.8% |
| 7D | +2.8% | -1.6% | +4.4% | +3.0% |
| 30D | -28.8% | +18.0% | -46.8% | -31.7% |
| 3M | -48.9% | +11.4% | -60.3% | -50.5% |
| 6M | -55.6% | +17.7% | -73.3% | -57.8% |
| YTD | -49.6% | +5.4% | -54.9% | -50.9% |
| 1Y | -46.1% | +2.8% | -48.8% | -47.1% |
| 3Y | +749.7% | -26.7% | +776.3% | +792.5% |
| 5Y | +193.2% | +8.1% | +185.1% | +185.2% |
| All | +274.8% | +36.9% | +238.0% | +258.5% |
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