+576.8%
ASTS vs BND
+5.0%
+571.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.2% |
| 7D | +18.5% | +0.1% | +18.4% | +18.4% |
| 30D | -8.1% | -0.4% | -7.7% | -7.9% |
| 3M | -28.2% | -0.2% | -27.9% | -28.0% |
| 6M | -26.1% | -1.2% | -24.9% | -25.5% |
| YTD | -9.0% | -0.3% | -8.7% | -8.6% |
| 1Y | +62.2% | +0.4% | +61.8% | +62.3% |
| 3Y | +1,621.9% | +13.4% | +1,608.5% | +1,525.6% |
| 5Y | +457.0% | -1.5% | +458.6% | +446.0% |
| All | +576.8% | +5.0% | +571.8% | +563.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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