+253.1%
ASTS vs BIL
+20.9%
+232.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +14.2% | +0.1% | +14.2% | +14.3% |
| 30D | -26.7% | +0.3% | -27.0% | -26.4% |
| 3M | -53.6% | +0.9% | -54.5% | -53.3% |
| 6M | -52.7% | +1.8% | -54.6% | -52.5% |
| YTD | -52.5% | +3.1% | -55.6% | -55.0% |
| 1Y | -46.5% | +3.7% | -50.2% | -50.6% |
| 3Y | +700.5% | +13.8% | +686.7% | +398.7% |
| 5Y | +168.5% | +20.2% | +148.2% | +59.4% |
| All | +253.1% | +20.9% | +232.2% | +90.8% |
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