+233.7%
ASTS vs BNY
+295.6%
-61.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.7% |
| 7D | +0.8% | +3.9% | -3.0% | -1.0% |
| 30D | -22.6% | +11.9% | -34.6% | -26.9% |
| 3M | -54.4% | -5.0% | -49.4% | -53.1% |
| 6M | -56.4% | +14.6% | -71.0% | -59.5% |
| YTD | -55.1% | +34.5% | -89.6% | -61.4% |
| 1Y | -46.9% | +40.6% | -87.5% | -55.1% |
| 3Y | +715.0% | +261.7% | +453.3% | +361.4% |
| 5Y | +153.7% | +192.3% | -38.6% | +48.2% |
| All | +233.7% | +295.6% | -61.9% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling