+253.1%
ASTS vs BLK
+208.7%
+44.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.3% |
| 7D | +14.2% | +3.9% | +10.3% | +11.6% |
| 30D | -26.7% | +14.1% | -40.8% | -32.7% |
| 3M | -53.6% | +5.3% | -58.9% | -55.2% |
| 6M | -52.7% | +12.6% | -65.3% | -56.6% |
| YTD | -52.5% | +15.5% | -68.0% | -56.9% |
| 1Y | -46.5% | +13.6% | -60.1% | -50.6% |
| 3Y | +700.5% | +95.6% | +604.9% | +444.3% |
| 5Y | +168.5% | +41.4% | +127.1% | +98.6% |
| All | +253.1% | +208.7% | +44.4% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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