+43.5%
ASTS vs BIYA
-99.9%
+143.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.4% | +12.8% | +14.1% |
| 7D | +1.5% | -7.8% | +9.3% | +1.6% |
| 30D | -27.6% | -38.5% | +10.9% | -27.4% |
| 3M | -48.7% | -59.5% | +10.8% | -48.4% |
| 6M | -50.8% | -89.2% | +38.3% | -51.2% |
| YTD | -49.2% | -97.1% | +47.9% | -48.1% |
| 1Y | -46.7% | -99.0% | +52.3% | -47.4% |
| All | +43.5% | -99.9% | +143.4% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling