+537.8%
ASTS vs BNY
+323.2%
+214.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +7.3% | +1.4% | +5.9% | +6.6% |
| 30D | -8.9% | +3.8% | -12.7% | -10.8% |
| 3M | -41.9% | +14.9% | -56.8% | -46.3% |
| 6M | -40.6% | +40.3% | -80.9% | -50.3% |
| YTD | -14.2% | +43.9% | -58.1% | -29.0% |
| 1Y | +48.9% | +59.0% | -10.2% | +17.7% |
| 3Y | +1,461.7% | +290.7% | +1,170.9% | +749.6% |
| 5Y | +404.1% | +250.4% | +153.8% | +179.8% |
| All | +537.8% | +323.2% | +214.6% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded BNY 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling