+48.9%
ASTS vs BB
+105.3%
-56.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -5.6% | +13.0% | +10.4% |
| 30D | -8.9% | -11.8% | +2.9% | -3.1% |
| 3M | -41.9% | -25.5% | -16.4% | -31.7% |
| 6M | -40.6% | +121.3% | -161.9% | -52.6% |
| YTD | -14.2% | +103.2% | -117.4% | -29.4% |
| 1Y | +48.9% | +102.6% | -53.8% | +51.8% |
| All | +48.9% | +105.3% | -56.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling