+230.9%
ASTS vs BHP
+176.2%
+54.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +6.1% |
| 7D | -21.1% | +0.9% | -22.0% | -21.5% |
| 30D | -46.7% | -6.3% | -40.4% | -44.7% |
| 3M | -52.0% | -7.1% | -44.9% | -49.8% |
| 6M | -54.3% | -3.2% | -51.1% | -52.7% |
| YTD | -55.5% | +37.9% | -93.4% | -60.8% |
| 1Y | -50.5% | +49.7% | -100.2% | -57.7% |
| 3Y | +706.2% | +51.7% | +654.5% | +582.6% |
| 5Y | +165.2% | +122.0% | +43.2% | +109.7% |
| All | +230.9% | +176.2% | +54.7% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling