+274.8%
ASTS vs BP
+72.6%
+202.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.4% |
| 7D | +2.8% | -0.8% | +3.6% | +3.0% |
| 30D | -28.8% | -3.1% | -25.7% | -28.5% |
| 3M | -48.9% | +6.2% | -55.0% | -49.6% |
| 6M | -55.6% | +4.8% | -60.4% | -56.4% |
| YTD | -49.6% | +35.2% | -84.7% | -52.9% |
| 1Y | -46.1% | +27.4% | -73.5% | -49.0% |
| 3Y | +749.7% | +49.8% | +699.9% | +673.7% |
| 5Y | +193.2% | +109.4% | +83.8% | +159.0% |
| All | +274.8% | +72.6% | +202.2% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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