+576.8%
ASTS vs BG
+180.8%
+396.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.4% | +1.8% | +5.3% |
| 7D | +18.5% | +2.4% | +16.1% | +18.1% |
| 30D | -8.1% | +15.0% | -23.1% | -10.5% |
| 3M | -28.2% | -0.7% | -27.5% | -28.3% |
| 6M | -26.1% | +7.5% | -33.6% | -27.6% |
| YTD | -9.0% | +41.6% | -50.6% | -15.3% |
| 1Y | +62.2% | +50.7% | +11.5% | +48.3% |
| 3Y | +1,621.9% | +20.3% | +1,601.6% | +1,519.9% |
| 5Y | +457.0% | +85.2% | +371.8% | +397.8% |
| All | +576.8% | +180.8% | +396.0% | +489.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling