+431.2%
ASTS vs BAX
-65.4%
+496.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +7.3% | -1.1% | +8.5% | +7.7% |
| 30D | -8.9% | -5.5% | -3.4% | -7.5% |
| 3M | -41.9% | +33.5% | -75.5% | -47.2% |
| 6M | -40.6% | +35.9% | -76.5% | -46.3% |
| YTD | -14.2% | +35.4% | -49.6% | -22.4% |
| 1Y | +48.9% | +9.8% | +39.1% | +41.1% |
| 3Y | +1,461.7% | -32.7% | +1,494.4% | +1,539.8% |
| All | +431.2% | -65.4% | +496.6% | +495.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling