+230.9%
ASTS vs BIL
+20.1%
+210.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.0% | +6.8% |
| 7D | -21.1% | -0.3% | -20.8% | -19.5% |
| 30D | -46.7% | 0.0% | -46.7% | -45.7% |
| 3M | -52.0% | +0.3% | -52.3% | -50.9% |
| 6M | -54.3% | +1.2% | -55.5% | -53.4% |
| YTD | -55.5% | +2.5% | -57.9% | -57.2% |
| 1Y | -50.5% | +3.0% | -53.5% | -53.7% |
| 3Y | +706.2% | +13.2% | +693.1% | +411.3% |
| 5Y | +165.2% | +19.4% | +145.8% | +60.3% |
| All | +230.9% | +20.1% | +210.8% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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