+537.8%
ASTS vs BHP
+212.6%
+325.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +7.3% | -2.9% | +10.2% | +9.1% |
| 30D | -8.9% | +3.4% | -12.2% | -10.4% |
| 3M | -41.9% | +4.1% | -46.0% | -42.6% |
| 6M | -40.6% | +20.6% | -61.2% | -45.1% |
| YTD | -14.2% | +56.1% | -70.3% | -29.5% |
| 1Y | +48.9% | +69.6% | -20.7% | +18.7% |
| 3Y | +1,461.7% | +78.8% | +1,382.8% | +1,120.0% |
| 5Y | +404.1% | +113.1% | +291.1% | +278.9% |
| All | +537.8% | +212.6% | +325.2% | +378.6% |
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