+230.9%
ASTS vs BAX
-62.2%
+293.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.5% | +6.9% |
| 7D | -21.1% | +12.1% | -33.2% | -23.0% |
| 30D | -46.7% | +7.6% | -54.3% | -47.6% |
| 3M | -52.0% | -4.5% | -47.5% | -51.7% |
| 6M | -54.3% | +52.0% | -106.3% | -58.7% |
| YTD | -55.5% | +35.1% | -90.6% | -58.7% |
| 1Y | -50.5% | +43.7% | -94.2% | -54.7% |
| 3Y | +706.2% | -20.9% | +727.2% | +709.3% |
| 5Y | +165.2% | -63.5% | +228.8% | +171.8% |
| All | +230.9% | -62.2% | +293.1% | +227.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling