+470.6%
ASTS vs BITO
-8.3%
+478.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.4% |
| 7D | -3.6% | -5.8% | +2.2% | -1.1% |
| 30D | -16.4% | +21.1% | -37.5% | -23.5% |
| 3M | -31.4% | +23.5% | -54.9% | -37.6% |
| 6M | -31.6% | +8.3% | -39.8% | -34.1% |
| YTD | -17.5% | -13.9% | -3.6% | -12.6% |
| 1Y | +59.4% | -34.5% | +94.0% | +89.8% |
| 3Y | +1,460.2% | +147.0% | +1,313.2% | +947.9% |
| All | +470.6% | -8.3% | +478.9% | +426.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BITO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling