+1,557.2%
ASTS vs BOXX
+18.4%
+1,538.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | -0.2% |
| 7D | +7.3% | +0.1% | +7.3% | +6.5% |
| 30D | -8.9% | +0.4% | -9.2% | -13.0% |
| 3M | -41.9% | +1.0% | -43.0% | -49.8% |
| 6M | -40.6% | +2.0% | -42.6% | -57.0% |
| YTD | -14.2% | +2.6% | -16.8% | -45.2% |
| 1Y | +48.9% | +4.1% | +44.8% | -27.0% |
| 3Y | +1,461.7% | +14.7% | +1,446.9% | +30.2% |
| All | +1,557.2% | +18.4% | +1,538.8% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling