+1,560.1%
ASTS vs BOXX
+18.4%
+1,541.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | 0.0% | +0.1% | 0.0% | -0.6% |
| 30D | -9.2% | +0.3% | -9.5% | -12.7% |
| 3M | -29.6% | +1.0% | -30.6% | -38.6% |
| 6M | -30.5% | +1.9% | -32.4% | -49.3% |
| YTD | -14.1% | +2.6% | -16.7% | -45.1% |
| 1Y | +69.1% | +4.0% | +65.1% | -16.3% |
| 3Y | +1,525.5% | +14.6% | +1,510.9% | +34.8% |
| All | +1,560.1% | +18.4% | +1,541.7% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling