+537.8%
ASTS vs BBY
+64.0%
+473.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -1.1% |
| 7D | +7.3% | +9.5% | -2.2% | +3.2% |
| 30D | -8.9% | +6.8% | -15.7% | -11.8% |
| 3M | -41.9% | +28.9% | -70.8% | -48.8% |
| 6M | -40.6% | +37.8% | -78.4% | -50.0% |
| YTD | -14.2% | +38.7% | -53.0% | -27.7% |
| 1Y | +48.9% | +23.7% | +25.2% | +32.0% |
| 3Y | +1,461.7% | +39.1% | +1,422.5% | +1,182.2% |
| 5Y | +404.1% | -0.4% | +404.5% | +349.4% |
| All | +537.8% | +64.0% | +473.7% | +458.3% |
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