+277.6%
ASTS vs BG
+129.3%
+148.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.1% | +12.0% | +13.7% |
| 7D | +1.5% | +7.4% | -5.8% | +0.3% |
| 30D | -27.6% | -1.5% | -26.1% | -27.6% |
| 3M | -48.7% | -6.1% | -42.7% | -48.3% |
| 6M | -50.8% | -18.0% | -32.8% | -49.4% |
| YTD | -49.2% | +15.6% | -64.9% | -51.1% |
| 1Y | -46.7% | +9.6% | -56.2% | -48.3% |
| 3Y | +793.2% | +6.3% | +786.9% | +757.4% |
| 5Y | +195.6% | +24.6% | +171.0% | +176.3% |
| All | +277.6% | +129.3% | +148.3% | +240.2% |
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