+277.6%
ASTS vs BNS
+133.1%
+144.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.8% | +12.3% | +13.1% |
| 7D | +1.5% | -0.8% | +2.3% | +2.4% |
| 30D | -27.6% | +5.5% | -33.1% | -29.4% |
| 3M | -48.7% | +6.0% | -54.7% | -50.1% |
| 6M | -50.8% | +22.6% | -73.4% | -55.7% |
| YTD | -49.2% | +30.5% | -79.7% | -55.5% |
| 1Y | -46.7% | +44.1% | -90.8% | -55.4% |
| 3Y | +793.2% | +150.8% | +642.5% | +482.9% |
| 5Y | +195.6% | +80.7% | +114.9% | +116.1% |
| All | +277.6% | +133.1% | +144.5% | +171.1% |
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