+209.1%
ASTS vs BAH
+40.7%
+168.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.2% | -16.4% | -15.5% |
| 7D | -29.9% | +6.0% | -35.9% | -30.9% |
| 30D | -52.2% | +31.1% | -83.2% | -55.2% |
| 3M | -55.8% | +25.2% | -81.0% | -58.4% |
| 6M | -52.7% | +18.9% | -71.6% | -55.1% |
| YTD | -58.4% | +8.3% | -66.7% | -59.7% |
| 1Y | -57.1% | +6.2% | -63.3% | -58.1% |
| 3Y | +629.5% | -22.8% | +652.2% | +659.2% |
| 5Y | +147.7% | +13.6% | +134.2% | +139.2% |
| All | +209.1% | +40.7% | +168.4% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling