+431.2%
ASTS vs BAH
-3.4%
+434.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +7.3% | -3.2% | +10.6% | +8.3% |
| 30D | -8.9% | +2.0% | -10.9% | -9.6% |
| 3M | -41.9% | -7.6% | -34.3% | -40.8% |
| 6M | -40.6% | -5.7% | -34.9% | -40.2% |
| YTD | -14.2% | -11.7% | -2.5% | -12.1% |
| 1Y | +48.9% | -27.4% | +76.2% | +61.1% |
| 3Y | +1,461.7% | -32.5% | +1,494.2% | +1,616.6% |
| All | +431.2% | -3.4% | +434.6% | +405.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling