-49.2%
ASTS vs BG
+7.2%
-56.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -4.3% |
| 7D | -15.8% | -3.8% | -12.0% | -15.6% |
| 30D | -39.0% | -9.6% | -29.4% | -38.6% |
| 3M | -49.3% | -8.5% | -40.8% | -49.0% |
| 6M | -47.9% | -23.0% | -24.9% | -45.7% |
| YTD | -51.0% | +10.9% | -61.8% | -60.6% |
| 1Y | -49.2% | +6.0% | -55.1% | -60.1% |
| All | -49.2% | +7.2% | -56.3% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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