-49.2%
ASTS vs BBY
+33.0%
-82.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.0% | -12.1% | -6.0% |
| 7D | -15.8% | +4.5% | -20.3% | -16.7% |
| 30D | -39.0% | +16.0% | -55.0% | -41.5% |
| 3M | -49.3% | +18.6% | -68.0% | -51.7% |
| 6M | -47.9% | +80.1% | -128.0% | -60.6% |
| YTD | -51.0% | +57.4% | -108.4% | -58.8% |
| 1Y | -49.2% | +34.5% | -83.7% | -52.2% |
| All | -49.2% | +33.0% | -82.1% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling