+681.7%
ASTS vs BLDR
-48.6%
+730.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.6% | -4.1% | -7.0% |
| 7D | -9.3% | -1.1% | -8.2% | -8.8% |
| 30D | -33.9% | +19.1% | -53.0% | -38.8% |
| 3M | -51.0% | -12.6% | -38.4% | -49.0% |
| 6M | -55.1% | -18.7% | -36.4% | -52.5% |
| YTD | -53.6% | -38.8% | -14.8% | -45.0% |
| 1Y | -51.0% | -41.2% | -9.7% | -41.1% |
| 3Y | +681.7% | -49.4% | +731.1% | +1,148.8% |
| All | +681.7% | -48.6% | +730.3% | +1,148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling