+253.1%
ASTS vs BBWI
+78.4%
+174.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.8% | -5.1% |
| 7D | +14.2% | -4.5% | +18.8% | +15.6% |
| 30D | -26.7% | +17.1% | -43.8% | -29.6% |
| 3M | -53.6% | +17.5% | -71.0% | -55.9% |
| 6M | -52.7% | +12.8% | -65.5% | -54.8% |
| YTD | -52.5% | +8.2% | -60.7% | -54.6% |
| 1Y | -46.5% | -1.8% | -44.7% | -48.0% |
| 3Y | +700.5% | -25.8% | +726.2% | +712.9% |
| 5Y | +168.5% | -68.0% | +236.5% | +196.0% |
| All | +253.1% | +78.4% | +174.7% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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