+513.2%
ASTS vs BNY
+317.4%
+195.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | -3.6% | -1.1% | -2.5% | -3.1% |
| 30D | -16.4% | +1.4% | -17.8% | -17.1% |
| 3M | -31.4% | +16.8% | -48.2% | -37.1% |
| 6M | -31.6% | +42.0% | -73.5% | -43.1% |
| YTD | -17.5% | +41.9% | -59.4% | -31.3% |
| 1Y | +59.4% | +59.2% | +0.2% | +26.1% |
| 3Y | +1,460.2% | +290.9% | +1,169.2% | +750.3% |
| 5Y | +413.4% | +259.0% | +154.3% | +186.0% |
| All | +513.2% | +317.4% | +195.8% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling