+576.8%
ASTS vs BNS
+129.8%
+447.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.2% | +6.7% |
| 7D | +18.5% | +1.8% | +16.7% | +17.4% |
| 30D | -8.1% | +4.5% | -12.6% | -10.3% |
| 3M | -28.2% | +15.8% | -44.0% | -33.7% |
| 6M | -26.1% | +31.5% | -57.6% | -35.9% |
| YTD | -9.0% | +28.6% | -37.6% | -20.0% |
| 1Y | +62.2% | +48.2% | +14.0% | +33.5% |
| 3Y | +1,621.9% | +130.8% | +1,491.1% | +1,060.9% |
| 5Y | +457.0% | +94.9% | +362.1% | +305.6% |
| All | +576.8% | +129.8% | +447.0% | +387.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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