+253.1%
ASTS vs BKR
+175.8%
+77.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.5% |
| 7D | +14.2% | +6.3% | +8.0% | +12.6% |
| 30D | -26.7% | -13.0% | -13.7% | -23.7% |
| 3M | -53.6% | -23.6% | -29.9% | -50.1% |
| 6M | -52.7% | -24.5% | -28.2% | -49.0% |
| YTD | -52.5% | +9.0% | -61.5% | -53.1% |
| 1Y | -46.5% | +4.4% | -50.9% | -46.6% |
| 3Y | +700.5% | +51.4% | +649.0% | +638.5% |
| 5Y | +168.5% | +124.4% | +44.1% | +134.2% |
| All | +253.1% | +175.8% | +77.3% | +204.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling