-51.0%
ASTS vs BAX
+47.2%
-98.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | -9.3% | +3.6% | -13.0% | -10.1% |
| 30D | -33.9% | +8.5% | -42.4% | -35.5% |
| 3M | -51.0% | -4.9% | -46.1% | -50.1% |
| 6M | -55.1% | +47.0% | -102.1% | -62.2% |
| YTD | -53.6% | +38.4% | -92.1% | -57.7% |
| 1Y | -51.0% | +49.1% | -100.1% | -54.9% |
| All | -51.0% | +47.2% | -98.2% | -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