+653.1%
ASTS vs BN
+92.4%
+560.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.1% | -12.1% | -12.5% |
| 7D | -29.9% | +5.7% | -35.6% | -33.9% |
| 30D | -52.2% | +12.0% | -64.1% | -57.2% |
| 3M | -55.8% | -6.1% | -49.8% | -53.7% |
| 6M | -52.7% | -8.6% | -44.1% | -48.9% |
| YTD | -58.4% | -8.5% | -49.9% | -55.8% |
| 1Y | -57.1% | -8.4% | -48.7% | -54.2% |
| All | +653.1% | +92.4% | +560.7% | +434.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling