+793.2%
ASTS vs BAX
-17.7%
+811.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.4% | +11.7% | +13.4% |
| 7D | +1.5% | +9.0% | -7.5% | -0.6% |
| 30D | -27.6% | +8.5% | -36.1% | -29.3% |
| 3M | -48.7% | -4.1% | -44.6% | -48.2% |
| 6M | -50.8% | +46.9% | -97.8% | -56.9% |
| YTD | -49.2% | +38.4% | -87.6% | -54.6% |
| 1Y | -46.7% | +47.0% | -93.7% | -53.3% |
| 3Y | +793.2% | -14.9% | +808.2% | +704.1% |
| All | +793.2% | -17.7% | +811.0% | +704.1% |
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