+512.7%
ASTS vs BKR
+231.8%
+280.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -3.9% | -7.0% | +3.1% | -2.1% |
| 30D | -19.4% | -8.1% | -11.3% | -17.7% |
| 3M | -38.6% | -6.6% | -32.0% | -37.6% |
| 6M | -32.1% | +0.9% | -33.0% | -32.2% |
| YTD | -17.6% | +31.1% | -48.7% | -22.6% |
| 1Y | +56.0% | +27.7% | +28.3% | +47.1% |
| 3Y | +1,438.8% | +71.2% | +1,367.6% | +1,262.4% |
| 5Y | +412.9% | +177.6% | +235.3% | +324.8% |
| All | +512.7% | +231.8% | +280.9% | +402.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded BKR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling