+1,504.6%
ASTS vs BOXX
+14.6%
+1,490.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | 0.0% | +0.1% | 0.0% | -0.8% |
| 30D | -9.2% | +0.3% | -9.5% | -13.8% |
| 3M | -29.6% | +1.0% | -30.6% | -41.1% |
| 6M | -30.5% | +1.9% | -32.4% | -53.9% |
| YTD | -14.1% | +2.6% | -16.7% | -52.1% |
| 1Y | +69.1% | +4.0% | +65.1% | -33.2% |
| All | +1,504.6% | +14.6% | +1,490.0% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling