+160.4%
ASTS vs BG
+21.9%
+138.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.9% |
| 7D | +0.8% | +2.6% | -1.7% | +0.3% |
| 30D | -22.6% | -6.7% | -16.0% | -21.3% |
| 3M | -54.4% | -9.3% | -45.2% | -53.4% |
| 6M | -56.4% | -18.3% | -38.1% | -54.5% |
| YTD | -55.1% | +16.2% | -71.3% | -58.0% |
| 1Y | -46.9% | +7.6% | -54.5% | -49.3% |
| 3Y | +715.0% | +6.6% | +708.4% | +661.9% |
| All | +160.4% | +21.9% | +138.5% | +106.9% |
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