+653.1%
ASTS vs BB
+122.6%
+530.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.5% | -10.8% | -13.2% |
| 7D | -29.9% | -8.9% | -21.0% | -26.7% |
| 30D | -52.2% | -12.6% | -39.5% | -49.4% |
| 3M | -55.8% | -4.1% | -51.7% | -55.4% |
| 6M | -52.7% | +49.5% | -102.2% | -59.5% |
| YTD | -58.4% | +120.8% | -179.3% | -70.1% |
| 1Y | -57.1% | +76.2% | -133.3% | -66.4% |
| All | +653.1% | +122.6% | +530.5% | +344.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling