+653.1%
ASTS vs BIL
+13.1%
+640.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | 0.0% | -15.2% | -15.3% |
| 7D | -29.9% | -0.3% | -29.6% | -28.3% |
| 30D | -52.2% | 0.0% | -52.1% | -50.0% |
| 3M | -55.8% | +0.3% | -56.1% | -49.5% |
| 6M | -52.7% | +1.2% | -53.9% | -34.5% |
| YTD | -58.4% | +2.4% | -60.8% | -34.4% |
| 1Y | -57.1% | +3.0% | -60.1% | -28.1% |
| All | +653.1% | +13.1% | +640.0% | +1,786.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling