+793.2%
ASTS vs BBWI
-25.2%
+818.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.9% | +12.2% | +13.5% |
| 7D | +1.5% | -6.2% | +7.7% | +3.9% |
| 30D | -27.6% | +25.5% | -53.1% | -33.5% |
| 3M | -48.7% | +8.0% | -56.7% | -50.8% |
| 6M | -50.8% | +12.7% | -63.5% | -53.9% |
| YTD | -49.2% | +11.6% | -60.8% | -53.1% |
| 1Y | -46.7% | -0.9% | -45.8% | -48.9% |
| 3Y | +793.2% | -22.7% | +815.9% | +739.2% |
| All | +793.2% | -25.2% | +818.4% | +739.2% |
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