+576.8%
ASTS vs BBY
+62.3%
+514.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.2% | +6.6% |
| 7D | +18.5% | +8.1% | +10.4% | +14.7% |
| 30D | -8.1% | +8.9% | -17.0% | -11.9% |
| 3M | -28.2% | +22.0% | -50.2% | -35.1% |
| 6M | -26.1% | +37.8% | -63.9% | -37.9% |
| YTD | -9.0% | +37.3% | -46.3% | -23.0% |
| 1Y | +62.2% | +21.6% | +40.6% | +44.9% |
| 3Y | +1,621.9% | +41.5% | +1,580.4% | +1,303.9% |
| 5Y | +457.0% | +1.2% | +455.8% | +396.9% |
| All | +576.8% | +62.3% | +514.4% | +495.0% |
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