+209.1%
ASTS vs BN
+125.4%
+83.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.1% | -12.1% | -13.4% |
| 7D | -29.9% | +5.7% | -35.6% | -32.5% |
| 30D | -52.2% | +12.0% | -64.1% | -55.4% |
| 3M | -55.8% | -6.1% | -49.8% | -54.4% |
| 6M | -52.7% | -8.6% | -44.1% | -50.2% |
| YTD | -58.4% | -8.5% | -49.9% | -56.5% |
| 1Y | -57.1% | -8.4% | -48.7% | -54.9% |
| 3Y | +629.5% | +92.3% | +537.2% | +451.4% |
| 5Y | +147.7% | +31.3% | +116.4% | +105.8% |
| All | +209.1% | +125.4% | +83.7% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling