+244.8%
ASTS vs BP
+70.0%
+174.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | -9.3% | -6.3% | -3.0% | -8.3% |
| 30D | -33.9% | -3.6% | -30.3% | -33.5% |
| 3M | -51.0% | +5.2% | -56.2% | -51.6% |
| 6M | -55.1% | +5.3% | -60.4% | -55.9% |
| YTD | -53.6% | +33.1% | -86.7% | -56.5% |
| 1Y | -51.0% | +26.3% | -77.2% | -53.6% |
| 3Y | +681.7% | +47.5% | +634.2% | +613.6% |
| 5Y | +182.4% | +106.2% | +76.2% | +150.1% |
| All | +244.8% | +70.0% | +174.8% | +205.5% |
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