+253.1%
ASTS vs BBY
+89.9%
+163.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -5.1% |
| 7D | +14.2% | +4.0% | +10.2% | +12.8% |
| 30D | -26.7% | +17.6% | -44.3% | -31.7% |
| 3M | -53.6% | +25.9% | -79.5% | -58.2% |
| 6M | -52.7% | +85.1% | -137.8% | -64.9% |
| YTD | -52.5% | +60.6% | -113.1% | -62.5% |
| 1Y | -46.5% | +40.2% | -86.7% | -55.1% |
| 3Y | +700.5% | +86.6% | +613.8% | +481.1% |
| 5Y | +168.5% | -3.7% | +172.2% | +130.5% |
| All | +253.1% | +89.9% | +163.2% | +189.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling