+233.7%
ASTS vs BKR
+179.1%
+54.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.8% |
| 7D | +0.8% | +3.8% | -2.9% | -0.1% |
| 30D | -22.6% | -10.3% | -12.4% | -20.2% |
| 3M | -54.4% | -21.7% | -32.7% | -51.3% |
| 6M | -56.4% | -23.8% | -32.6% | -53.2% |
| YTD | -55.1% | +10.3% | -65.4% | -55.8% |
| 1Y | -46.9% | +5.7% | -52.6% | -47.3% |
| 3Y | +715.0% | +52.6% | +662.4% | +649.8% |
| 5Y | +153.7% | +127.1% | +26.6% | +120.6% |
| All | +233.7% | +179.1% | +54.6% | +186.5% |
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