-54.3%
ASTS vs BG
-22.2%
-32.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.2% |
| 7D | -21.1% | +2.5% | -23.6% | -20.5% |
| 30D | -46.7% | -6.1% | -40.6% | -47.3% |
| 3M | -52.0% | -8.5% | -43.5% | -52.0% |
| 6M | -54.3% | -20.4% | -33.8% | -54.8% |
| All | -54.3% | -22.2% | -32.1% | -54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling