+233.7%
ASTS vs BP
+74.3%
+159.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | +0.8% | +2.6% | -1.8% | +0.4% |
| 30D | -22.6% | -6.4% | -16.3% | -21.8% |
| 3M | -54.4% | +8.0% | -62.4% | -55.2% |
| 6M | -56.4% | +6.0% | -62.4% | -57.2% |
| YTD | -55.1% | +36.5% | -91.6% | -58.1% |
| 1Y | -46.9% | +31.7% | -78.6% | -50.2% |
| 3Y | +715.0% | +48.6% | +666.4% | +642.5% |
| 5Y | +153.7% | +111.7% | +42.0% | +123.7% |
| All | +233.7% | +74.3% | +159.4% | +194.4% |
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