+230.9%
ASTS vs BNS
+129.0%
+101.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.1% | +7.1% |
| 7D | -21.1% | -2.2% | -18.9% | -19.9% |
| 30D | -46.7% | +5.1% | -51.8% | -48.0% |
| 3M | -52.0% | +4.7% | -56.7% | -53.0% |
| 6M | -54.3% | +19.0% | -73.3% | -58.1% |
| YTD | -55.5% | +28.2% | -83.6% | -60.7% |
| 1Y | -50.5% | +43.4% | -93.9% | -58.4% |
| 3Y | +706.2% | +143.1% | +563.2% | +433.6% |
| 5Y | +165.2% | +77.3% | +87.9% | +95.6% |
| All | +230.9% | +129.0% | +101.9% | +139.7% |
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