+233.7%
ASTS vs BLDR
+158.2%
+75.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.8% |
| 7D | +0.8% | -3.0% | +3.8% | +1.9% |
| 30D | -22.6% | +20.1% | -42.7% | -27.1% |
| 3M | -54.4% | -17.5% | -36.9% | -52.3% |
| 6M | -56.4% | -16.1% | -40.3% | -55.0% |
| YTD | -55.1% | -41.0% | -14.1% | -48.9% |
| 1Y | -46.9% | -41.6% | -5.3% | -39.5% |
| 3Y | +715.0% | -50.8% | +765.8% | +854.4% |
| 5Y | +153.7% | -10.8% | +164.5% | +155.4% |
| All | +233.7% | +158.2% | +75.5% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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