+277.6%
ASTS vs BHP
+186.5%
+91.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.7% | +10.4% | +12.1% |
| 7D | +1.5% | +3.5% | -1.9% | -0.1% |
| 30D | -27.6% | -4.5% | -23.1% | -25.5% |
| 3M | -48.7% | -6.4% | -42.4% | -46.6% |
| 6M | -50.8% | -0.1% | -50.8% | -50.1% |
| YTD | -49.2% | +43.0% | -92.2% | -56.1% |
| 1Y | -46.7% | +56.5% | -103.2% | -55.4% |
| 3Y | +793.2% | +62.0% | +731.2% | +636.0% |
| 5Y | +195.6% | +130.4% | +65.2% | +129.6% |
| All | +277.6% | +186.5% | +91.1% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling