+230.9%
ASTS vs BP
+69.8%
+161.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.4% | +7.1% |
| 7D | -21.1% | -11.6% | -9.5% | -19.3% |
| 30D | -46.7% | 0.0% | -46.7% | -46.8% |
| 3M | -52.0% | +6.7% | -58.7% | -52.7% |
| 6M | -54.3% | +2.2% | -56.4% | -54.8% |
| YTD | -55.5% | +33.0% | -88.5% | -58.3% |
| 1Y | -50.5% | +30.7% | -81.2% | -53.4% |
| 3Y | +706.2% | +44.2% | +662.0% | +638.0% |
| 5Y | +165.2% | +105.1% | +60.1% | +135.0% |
| All | +230.9% | +69.8% | +161.1% | +193.2% |
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