+174.0%
ASTS vs BN
+29.3%
+144.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.9% |
| 7D | -21.1% | +5.3% | -26.4% | -25.7% |
| 30D | -46.7% | +11.9% | -58.6% | -52.6% |
| 3M | -52.0% | -5.7% | -46.3% | -49.8% |
| 6M | -54.3% | -10.6% | -43.6% | -49.6% |
| YTD | -55.5% | -9.4% | -46.1% | -52.3% |
| 1Y | -50.5% | -8.8% | -41.7% | -46.9% |
| 3Y | +706.2% | +95.6% | +610.6% | +326.4% |
| All | +174.0% | +29.3% | +144.6% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling