+537.8%
ASTS vs BG
+169.1%
+368.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +7.3% | +2.8% | +4.5% | +6.8% |
| 30D | -8.9% | +12.0% | -20.9% | -10.9% |
| 3M | -41.9% | -7.7% | -34.2% | -41.2% |
| 6M | -40.6% | +4.5% | -45.1% | -41.5% |
| YTD | -14.2% | +35.7% | -49.9% | -19.6% |
| 1Y | +48.9% | +50.1% | -1.2% | +36.1% |
| 3Y | +1,461.7% | +12.6% | +1,449.0% | +1,386.4% |
| 5Y | +404.1% | +75.4% | +328.7% | +354.1% |
| All | +537.8% | +169.1% | +368.7% | +459.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling