+230.9%
ASTS vs BB
+65.2%
+165.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.4% | +2.6% | +5.8% |
| 7D | -21.1% | +3.8% | -24.9% | -21.8% |
| 30D | -46.7% | -0.3% | -46.4% | -46.7% |
| 3M | -52.0% | -0.5% | -51.5% | -52.1% |
| 6M | -54.3% | +45.9% | -100.2% | -58.2% |
| YTD | -55.5% | +130.6% | -186.1% | -64.0% |
| 1Y | -50.5% | +89.2% | -139.7% | -58.1% |
| 3Y | +706.2% | +137.5% | +568.7% | +525.4% |
| 5Y | +165.2% | -20.9% | +186.1% | +132.1% |
| All | +230.9% | +65.2% | +165.7% | +168.5% |
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