+431.2%
ASTS vs BG
+76.3%
+354.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +7.3% | +2.8% | +4.5% | +6.5% |
| 30D | -8.9% | +12.0% | -20.9% | -11.9% |
| 3M | -41.9% | -7.7% | -34.2% | -40.8% |
| 6M | -40.6% | +4.5% | -45.1% | -42.1% |
| YTD | -14.2% | +35.7% | -49.9% | -22.7% |
| 1Y | +48.9% | +50.1% | -1.2% | +28.8% |
| 3Y | +1,461.7% | +12.6% | +1,449.0% | +1,357.6% |
| All | +431.2% | +76.3% | +354.9% | +264.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling