+244.8%
ASTS vs BB
+72.8%
+172.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.4% |
| 7D | -9.3% | +11.6% | -20.9% | -11.9% |
| 30D | -33.9% | +2.6% | -36.5% | -34.2% |
| 3M | -51.0% | +3.5% | -54.5% | -51.6% |
| 6M | -55.1% | +43.5% | -98.6% | -58.9% |
| YTD | -53.6% | +141.2% | -194.8% | -62.9% |
| 1Y | -51.0% | +97.4% | -148.4% | -58.9% |
| 3Y | +681.7% | +151.1% | +530.6% | +498.7% |
| 5Y | +182.4% | -12.8% | +195.2% | +143.7% |
| All | +244.8% | +72.8% | +172.1% | +176.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling