-46.1%
ASTS vs BAX
+48.0%
-94.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.8% |
| 7D | +2.8% | -0.6% | +3.4% | +3.2% |
| 30D | -28.8% | +6.3% | -35.1% | -30.1% |
| 3M | -48.9% | -4.6% | -44.3% | -48.0% |
| 6M | -55.6% | +50.4% | -106.0% | -63.1% |
| YTD | -49.6% | +38.0% | -87.6% | -54.1% |
| 1Y | -46.1% | +44.6% | -90.7% | -50.9% |
| All | -46.1% | +48.0% | -94.1% | -50.9% |
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