+1,539.7%
ASTS vs BAX
-31.1%
+1,570.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +7.3% | -1.1% | +8.5% | +7.8% |
| 30D | -8.9% | -5.5% | -3.4% | -7.4% |
| 3M | -41.9% | +33.5% | -75.5% | -47.8% |
| 6M | -40.6% | +35.9% | -76.5% | -47.1% |
| YTD | -14.2% | +35.4% | -49.6% | -23.4% |
| 1Y | +48.9% | +9.8% | +39.1% | +40.3% |
| All | +1,539.7% | -31.1% | +1,570.9% | +1,652.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling