+233.7%
ASTS vs BAX
-62.2%
+295.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | +0.8% | +0.1% | +0.8% | +0.9% |
| 30D | -22.6% | +4.1% | -26.7% | -23.3% |
| 3M | -54.4% | -4.5% | -49.9% | -54.1% |
| 6M | -56.4% | +49.2% | -105.7% | -60.4% |
| YTD | -55.1% | +35.2% | -90.4% | -58.3% |
| 1Y | -46.9% | +38.3% | -85.2% | -51.1% |
| 3Y | +715.0% | -19.0% | +734.0% | +716.5% |
| 5Y | +153.7% | -64.2% | +217.9% | +159.8% |
| All | +233.7% | -62.2% | +295.9% | +230.6% |
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