+195.6%
ASTS vs BAH
+9.2%
+186.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.6% | +12.5% | +13.7% |
| 7D | +1.5% | -1.5% | +3.0% | +1.8% |
| 30D | -27.6% | +17.3% | -44.9% | -31.0% |
| 3M | -48.7% | +14.9% | -63.6% | -51.1% |
| 6M | -50.8% | +14.2% | -65.1% | -53.4% |
| YTD | -49.2% | +5.1% | -54.3% | -50.8% |
| 1Y | -46.7% | +2.1% | -48.8% | -47.8% |
| 3Y | +793.2% | -26.0% | +819.2% | +848.9% |
| 5Y | +195.6% | +9.0% | +186.6% | +161.3% |
| All | +195.6% | +9.2% | +186.4% | +161.3% |
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