-49.2%
ASTS vs BAX
+46.0%
-95.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -5.2% |
| 7D | -15.8% | +4.1% | -19.9% | -16.8% |
| 30D | -39.0% | +9.4% | -48.5% | -40.8% |
| 3M | -49.3% | -6.5% | -42.8% | -48.2% |
| 6M | -47.9% | +59.6% | -107.5% | -58.0% |
| YTD | -51.0% | +38.9% | -89.8% | -55.5% |
| 1Y | -49.2% | +48.0% | -97.1% | -54.9% |
| All | -49.2% | +46.0% | -95.2% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling