+538.9%
ASTS vs BLK
+172.0%
+366.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -4.2% |
| 7D | 0.0% | -2.7% | +2.7% | +1.8% |
| 30D | -9.2% | -4.8% | -4.5% | -6.6% |
| 3M | -29.6% | +6.5% | -36.1% | -33.3% |
| 6M | -30.5% | +13.2% | -43.6% | -36.3% |
| YTD | -14.1% | +1.8% | -15.9% | -15.4% |
| 1Y | +69.1% | -1.0% | +70.1% | +70.8% |
| 3Y | +1,525.5% | +66.0% | +1,459.6% | +1,129.1% |
| 5Y | +425.9% | +31.2% | +394.6% | +318.7% |
| All | +538.9% | +172.0% | +366.9% | +392.8% |
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