+69.1%
ASTS vs BG
+49.9%
+19.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -9.2% | +10.3% | -19.5% | -9.3% |
| 3M | -29.6% | -1.9% | -27.7% | -28.6% |
| 6M | -30.5% | +5.2% | -35.7% | -30.4% |
| YTD | -14.1% | +41.2% | -55.2% | -16.9% |
| 1Y | +69.1% | +50.5% | +18.6% | +66.5% |
| All | +69.1% | +49.9% | +19.2% | +66.5% |
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