+1,492.0%
ASTS vs BOXX
+18.5%
+1,473.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.6% |
| 7D | -3.9% | +0.1% | -4.0% | -4.5% |
| 30D | -19.4% | +0.3% | -19.8% | -22.6% |
| 3M | -38.6% | +1.0% | -39.7% | -46.9% |
| 6M | -32.1% | +1.9% | -34.1% | -50.3% |
| YTD | -17.6% | +2.7% | -20.3% | -47.6% |
| 1Y | +56.0% | +4.0% | +52.0% | -22.9% |
| 3Y | +1,438.8% | +14.7% | +1,424.2% | +26.7% |
| All | +1,492.0% | +18.5% | +1,473.5% | -20.9% |
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