+537.8%
ASTS vs BKR
+256.8%
+281.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | +1.7% | +5.6% | +6.9% |
| 30D | -8.9% | +3.3% | -12.2% | -9.7% |
| 3M | -41.9% | -3.6% | -38.3% | -41.3% |
| 6M | -40.6% | +5.0% | -45.6% | -41.3% |
| YTD | -14.2% | +40.9% | -55.2% | -20.9% |
| 1Y | +48.9% | +39.2% | +9.6% | +37.4% |
| 3Y | +1,461.7% | +83.7% | +1,377.9% | +1,257.5% |
| 5Y | +404.1% | +207.5% | +196.6% | +309.1% |
| All | +537.8% | +256.8% | +281.0% | +413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling