+230.9%
ASTS vs BN
+123.3%
+107.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.6% |
| 7D | -21.1% | +5.3% | -26.4% | -23.9% |
| 30D | -46.7% | +11.9% | -58.6% | -50.3% |
| 3M | -52.0% | -5.7% | -46.3% | -50.6% |
| 6M | -54.3% | -10.6% | -43.6% | -51.3% |
| YTD | -55.5% | -9.4% | -46.1% | -53.2% |
| 1Y | -50.5% | -8.8% | -41.7% | -47.9% |
| 3Y | +706.2% | +95.6% | +610.6% | +505.4% |
| 5Y | +165.2% | +30.2% | +135.1% | +121.4% |
| All | +230.9% | +123.3% | +107.6% | +167.3% |
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