+169.7%
ASTS vs BB
-13.7%
+183.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.2% |
| 7D | -9.3% | +11.6% | -20.9% | -13.7% |
| 30D | -33.9% | +2.6% | -36.5% | -34.7% |
| 3M | -51.0% | +3.5% | -54.5% | -52.2% |
| 6M | -55.1% | +43.5% | -98.6% | -62.3% |
| YTD | -53.6% | +141.2% | -194.8% | -69.8% |
| 1Y | -51.0% | +97.4% | -148.4% | -65.2% |
| 3Y | +681.7% | +151.1% | +530.6% | +350.5% |
| All | +169.7% | -13.7% | +183.4% | +198.9% |
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