+230.9%
ASTS vs BLDR
+166.1%
+64.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.6% | +8.3% |
| 7D | -21.1% | -3.7% | -17.4% | -20.6% |
| 30D | -46.7% | +16.8% | -63.5% | -49.4% |
| 3M | -52.0% | -13.7% | -38.3% | -50.5% |
| 6M | -54.3% | -21.9% | -32.4% | -52.0% |
| YTD | -55.5% | -39.2% | -16.3% | -49.8% |
| 1Y | -50.5% | -42.6% | -7.8% | -43.4% |
| 3Y | +706.2% | -50.2% | +756.4% | +837.9% |
| 5Y | +165.2% | -7.0% | +172.2% | +164.0% |
| All | +230.9% | +166.1% | +64.8% | +215.7% |
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