+230.9%
ASTS vs BBY
+82.9%
+148.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.8% | +7.0% |
| 7D | -21.1% | +4.2% | -25.2% | -22.6% |
| 30D | -46.7% | +17.8% | -64.5% | -50.6% |
| 3M | -52.0% | +25.8% | -77.8% | -57.0% |
| 6M | -54.3% | +73.8% | -128.1% | -65.2% |
| YTD | -55.5% | +54.7% | -110.2% | -64.4% |
| 1Y | -50.5% | +33.4% | -83.9% | -57.7% |
| 3Y | +706.2% | +72.2% | +634.0% | +502.5% |
| 5Y | +165.2% | -2.5% | +167.7% | +128.7% |
| All | +230.9% | +82.9% | +148.0% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling