+174.0%
ASTS vs BG
+21.4%
+152.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +6.9% |
| 7D | -21.1% | +2.5% | -23.6% | -21.6% |
| 30D | -46.7% | -6.1% | -40.6% | -46.0% |
| 3M | -52.0% | -8.5% | -43.5% | -51.2% |
| 6M | -54.3% | -20.4% | -33.8% | -51.9% |
| YTD | -55.5% | +13.3% | -68.8% | -58.1% |
| 1Y | -50.5% | +7.3% | -57.7% | -52.7% |
| 3Y | +706.2% | +2.6% | +703.7% | +661.5% |
| All | +174.0% | +21.4% | +152.6% | +115.5% |
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 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