+537.8%
ASTS vs BNS
+132.2%
+405.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.9% |
| 7D | +7.3% | +1.5% | +5.8% | +6.6% |
| 30D | -8.9% | +6.0% | -14.8% | -11.6% |
| 3M | -41.9% | +16.3% | -58.3% | -46.5% |
| 6M | -40.6% | +28.8% | -69.4% | -47.9% |
| YTD | -14.2% | +30.0% | -44.2% | -25.0% |
| 1Y | +48.9% | +50.7% | -1.9% | +21.5% |
| 3Y | +1,461.7% | +125.4% | +1,336.3% | +961.0% |
| 5Y | +404.1% | +94.2% | +309.9% | +265.5% |
| All | +537.8% | +132.2% | +405.5% | +357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling