+25.7%
ASTS vs BIYA
-99.9%
+125.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.1% | +7.0% |
| 7D | -21.1% | -10.5% | -10.6% | -21.0% |
| 30D | -46.7% | -51.7% | +5.0% | -46.5% |
| 3M | -52.0% | -60.8% | +8.8% | -51.7% |
| 6M | -54.3% | -90.6% | +36.3% | -54.7% |
| YTD | -55.5% | -97.1% | +41.6% | -54.5% |
| 1Y | -50.5% | -99.1% | +48.6% | -51.2% |
| All | +25.7% | -99.9% | +125.6% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling