+209.1%
ASTS vs BAX
-62.4%
+271.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.2% | -12.0% | -14.6% |
| 7D | -29.9% | +9.1% | -39.0% | -31.2% |
| 30D | -52.2% | +5.3% | -57.5% | -52.8% |
| 3M | -55.8% | -6.1% | -49.7% | -55.4% |
| 6M | -52.7% | +53.3% | -106.0% | -57.4% |
| YTD | -58.4% | +34.4% | -92.8% | -61.4% |
| 1Y | -57.1% | +43.2% | -100.3% | -60.7% |
| 3Y | +629.5% | -20.1% | +649.6% | +631.6% |
| 5Y | +147.7% | -63.7% | +211.5% | +154.1% |
| All | +209.1% | -62.4% | +271.5% | +206.4% |
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