+253.1%
ASTS vs BP
+74.7%
+178.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -6.0% |
| 7D | +14.2% | +2.5% | +11.7% | +13.8% |
| 30D | -26.7% | -5.6% | -21.1% | -26.0% |
| 3M | -53.6% | +8.0% | -61.6% | -54.3% |
| 6M | -52.7% | +5.7% | -58.4% | -53.5% |
| YTD | -52.5% | +36.8% | -89.3% | -55.7% |
| 1Y | -46.5% | +30.7% | -77.2% | -49.7% |
| 3Y | +700.5% | +51.6% | +648.9% | +627.3% |
| 5Y | +168.5% | +112.2% | +56.3% | +136.7% |
| All | +253.1% | +74.7% | +178.4% | +211.4% |
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