+230.9%
ASTS vs BBWI
+80.8%
+150.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.3% | +7.8% |
| 7D | -21.1% | -6.2% | -14.9% | -19.9% |
| 30D | -46.7% | +19.9% | -66.6% | -49.2% |
| 3M | -52.0% | +7.1% | -59.2% | -53.4% |
| 6M | -54.3% | +13.7% | -67.9% | -56.4% |
| YTD | -55.5% | +9.6% | -65.1% | -57.6% |
| 1Y | -50.5% | -1.6% | -48.8% | -51.9% |
| 3Y | +706.2% | -25.9% | +732.1% | +717.6% |
| 5Y | +165.2% | -67.8% | +233.0% | +191.3% |
| All | +230.9% | +80.8% | +150.1% | +249.8% |
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 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