+817.6%
ASTS vs BOXX
+19.3%
+798.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -6.0% |
| 7D | +14.2% | +0.1% | +14.1% | +12.9% |
| 30D | -26.7% | +0.4% | -27.1% | -29.7% |
| 3M | -53.6% | +1.0% | -54.6% | -58.7% |
| 6M | -52.7% | +2.0% | -54.7% | -63.9% |
| YTD | -52.5% | +3.4% | -55.9% | -72.0% |
| 1Y | -46.5% | +4.1% | -50.6% | -72.2% |
| 3Y | +700.5% | +14.4% | +686.1% | -42.2% |
| All | +817.6% | +19.3% | +798.3% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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