-52.7%
ASTS vs BAX
+53.4%
-106.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.2% | -12.0% | -15.0% |
| 7D | -29.9% | +9.1% | -39.0% | -29.6% |
| 30D | -52.2% | +5.3% | -57.5% | -51.9% |
| 3M | -55.8% | -6.1% | -49.7% | -55.5% |
| 6M | -52.7% | +53.3% | -106.0% | -58.6% |
| All | -52.7% | +53.4% | -106.1% | -58.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling