+174.0%
ASTS vs BB
-20.8%
+194.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.4% | +2.6% | +4.9% |
| 7D | -21.1% | +3.8% | -24.9% | -22.3% |
| 30D | -46.7% | -0.3% | -46.4% | -46.8% |
| 3M | -52.0% | -0.5% | -51.5% | -52.4% |
| 6M | -54.3% | +45.9% | -100.2% | -61.9% |
| YTD | -55.5% | +130.6% | -186.1% | -70.5% |
| 1Y | -50.5% | +89.2% | -139.7% | -64.2% |
| 3Y | +706.2% | +137.5% | +568.7% | +375.2% |
| All | +174.0% | -20.8% | +194.8% | +220.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling