+209.1%
ASTS vs BLDR
+178.7%
+30.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.8% | -9.5% | -13.6% |
| 7D | -29.9% | +3.9% | -33.8% | -30.9% |
| 30D | -52.2% | +16.5% | -68.7% | -54.5% |
| 3M | -55.8% | -13.7% | -42.2% | -54.4% |
| 6M | -52.7% | -12.2% | -40.6% | -51.9% |
| YTD | -58.4% | -36.3% | -22.1% | -53.7% |
| 1Y | -57.1% | -41.3% | -15.8% | -51.2% |
| 3Y | +629.5% | -48.3% | +677.8% | +740.8% |
| 5Y | +147.7% | -2.6% | +150.3% | +143.7% |
| All | +209.1% | +178.7% | +30.4% | +191.5% |
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