+1,505.9%
ASTS vs BBWI
-43.7%
+1,549.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.8% |
| 7D | +7.3% | +1.5% | +5.8% | +6.7% |
| 30D | -8.9% | -5.2% | -3.7% | -7.7% |
| 3M | -41.9% | +11.1% | -53.0% | -45.3% |
| 6M | -40.6% | -13.4% | -27.2% | -38.5% |
| YTD | -14.2% | +0.1% | -14.3% | -17.5% |
| 1Y | +48.9% | -36.1% | +85.0% | +72.9% |
| All | +1,505.9% | -43.7% | +1,549.7% | +1,373.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling