+244.8%
ASTS vs BN
+128.8%
+116.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.3% | -7.3% | -7.9% |
| 7D | -9.3% | +4.3% | -13.6% | -11.3% |
| 30D | -33.9% | +14.3% | -48.2% | -39.0% |
| 3M | -51.0% | -4.1% | -46.9% | -49.9% |
| 6M | -55.1% | -9.7% | -45.5% | -52.4% |
| YTD | -53.6% | -7.1% | -46.5% | -51.8% |
| 1Y | -51.0% | -7.4% | -43.5% | -48.7% |
| 3Y | +681.7% | +102.3% | +579.3% | +478.1% |
| 5Y | +182.4% | +35.9% | +146.5% | +132.7% |
| All | +244.8% | +128.8% | +116.1% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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