-49.2%
ASTS vs BIYA
-98.4%
+49.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.9% | -4.1% |
| 7D | -15.8% | -4.0% | -11.8% | -15.7% |
| 30D | -39.0% | -15.0% | -24.0% | -39.0% |
| 3M | -49.3% | -58.1% | +8.8% | -48.8% |
| 6M | -47.9% | -90.0% | +42.1% | -48.5% |
| YTD | -51.0% | -96.9% | +46.0% | -47.5% |
| 1Y | -49.2% | -98.2% | +49.1% | -46.1% |
| All | -49.2% | -98.4% | +49.2% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling