+244.8%
ASTS vs BG
+125.3%
+119.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.7% | -6.9% | -8.4% |
| 7D | -9.3% | +5.0% | -14.3% | -10.1% |
| 30D | -33.9% | -3.2% | -30.7% | -33.6% |
| 3M | -51.0% | -11.2% | -39.8% | -50.1% |
| 6M | -55.1% | -19.4% | -35.7% | -53.6% |
| YTD | -53.6% | +13.6% | -67.2% | -55.2% |
| 1Y | -51.0% | +7.3% | -58.2% | -52.2% |
| 3Y | +681.7% | +3.8% | +677.9% | +653.7% |
| 5Y | +182.4% | +23.2% | +159.2% | +164.7% |
| All | +244.8% | +125.3% | +119.5% | +211.7% |
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