+274.8%
ASTS vs BN
+127.0%
+147.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +9.1% |
| 7D | +2.8% | -2.4% | +5.2% | +4.7% |
| 30D | -28.8% | +13.5% | -42.4% | -34.1% |
| 3M | -48.9% | -5.9% | -42.9% | -47.2% |
| 6M | -55.6% | -8.9% | -46.7% | -53.2% |
| YTD | -49.6% | -7.9% | -41.7% | -47.4% |
| 1Y | -46.1% | -8.3% | -37.8% | -43.3% |
| 3Y | +749.7% | +100.8% | +648.9% | +531.0% |
| 5Y | +193.2% | +38.2% | +155.0% | +142.2% |
| All | +274.8% | +127.0% | +147.8% | +200.6% |
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