+537.8%
ASTS vs BAX
-62.2%
+599.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +7.3% | -1.1% | +8.5% | +7.6% |
| 30D | -8.9% | -5.5% | -3.4% | -7.8% |
| 3M | -41.9% | +33.5% | -75.5% | -45.9% |
| 6M | -40.6% | +35.9% | -76.5% | -44.9% |
| YTD | -14.2% | +35.4% | -49.6% | -20.3% |
| 1Y | +48.9% | +9.8% | +39.1% | +42.9% |
| 3Y | +1,461.7% | -32.7% | +1,494.4% | +1,495.9% |
| 5Y | +404.1% | -65.6% | +469.7% | +416.5% |
| All | +537.8% | -62.2% | +599.9% | +532.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling