+513.2%
ASTS vs BKR
+233.7%
+279.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.7% | +2.6% | -2.3% |
| 7D | -3.6% | -6.7% | +3.1% | -1.9% |
| 30D | -16.4% | -8.3% | -8.0% | -14.5% |
| 3M | -31.4% | -5.4% | -26.0% | -30.4% |
| 6M | -31.6% | +0.8% | -32.4% | -31.6% |
| YTD | -17.5% | +31.8% | -49.4% | -22.6% |
| 1Y | +59.4% | +28.6% | +30.8% | +50.1% |
| 3Y | +1,460.2% | +71.2% | +1,388.9% | +1,280.4% |
| 5Y | +413.4% | +179.2% | +234.1% | +324.6% |
| All | +513.2% | +233.7% | +279.5% | +401.8% |
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