+537.8%
ASTS vs BLDR
+180.0%
+357.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.4% |
| 7D | +7.3% | -2.8% | +10.2% | +8.2% |
| 30D | -8.9% | -13.3% | +4.4% | -5.3% |
| 3M | -41.9% | -12.3% | -29.7% | -40.3% |
| 6M | -40.6% | -31.5% | -9.1% | -34.7% |
| YTD | -14.2% | -36.1% | +21.8% | -3.7% |
| 1Y | +48.9% | -54.1% | +102.9% | +81.9% |
| 3Y | +1,461.7% | -55.8% | +1,517.4% | +1,776.5% |
| 5Y | +404.1% | +20.7% | +383.4% | +392.8% |
| All | +537.8% | +180.0% | +357.8% | +505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling