-51.0%
ASTS vs BG
-8.4%
-42.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.7% | -6.9% | -8.7% |
| 7D | -9.3% | +5.0% | -14.3% | -8.3% |
| 30D | -33.9% | -3.2% | -30.7% | -34.8% |
| 3M | -51.0% | -11.2% | -39.8% | -50.8% |
| All | -51.0% | -8.4% | -42.6% | -50.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling