+274.8%
ASTS vs BLDR
+165.3%
+109.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +9.0% |
| 7D | +2.8% | -10.3% | +13.1% | +6.3% |
| 30D | -28.8% | +19.6% | -48.4% | -32.8% |
| 3M | -48.9% | -17.0% | -31.9% | -46.7% |
| 6M | -55.6% | -16.7% | -38.9% | -54.1% |
| YTD | -49.6% | -39.4% | -10.2% | -43.0% |
| 1Y | -46.1% | -41.7% | -4.4% | -38.5% |
| 3Y | +749.7% | -49.9% | +799.5% | +889.1% |
| 5Y | +193.2% | -7.6% | +200.8% | +192.7% |
| All | +274.8% | +165.3% | +109.5% | +258.6% |
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