+209.1%
ASTS vs BBWI
+86.9%
+122.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.2% | -9.0% | -13.7% |
| 7D | -29.9% | -3.1% | -26.8% | -29.3% |
| 30D | -52.2% | +23.1% | -75.3% | -54.7% |
| 3M | -55.8% | +7.3% | -63.1% | -57.1% |
| 6M | -52.7% | +22.6% | -75.3% | -55.7% |
| YTD | -58.4% | +13.3% | -71.7% | -60.7% |
| 1Y | -57.1% | -2.6% | -54.5% | -58.2% |
| 3Y | +629.5% | -25.9% | +655.4% | +639.3% |
| 5Y | +147.7% | -66.7% | +214.5% | +170.1% |
| All | +209.1% | +86.9% | +122.2% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling