+274.8%
ASTS vs BAX
-61.4%
+336.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.8% |
| 7D | +2.8% | -0.6% | +3.4% | +3.1% |
| 30D | -28.8% | +6.3% | -35.1% | -29.8% |
| 3M | -48.9% | -4.6% | -44.3% | -48.5% |
| 6M | -55.6% | +50.4% | -106.0% | -59.8% |
| YTD | -49.6% | +38.0% | -87.6% | -53.4% |
| 1Y | -46.1% | +44.6% | -90.7% | -50.7% |
| 3Y | +749.7% | -15.1% | +764.8% | +744.6% |
| 5Y | +193.2% | -63.3% | +256.5% | +199.0% |
| All | +274.8% | -61.4% | +336.2% | +269.7% |
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