+195.6%
ASTS vs BP
+103.3%
+92.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.1% | +14.0% | +14.1% |
| 7D | +1.5% | -6.9% | +8.4% | +3.9% |
| 30D | -27.6% | -3.6% | -24.0% | -26.9% |
| 3M | -48.7% | +8.4% | -57.1% | -50.5% |
| 6M | -50.8% | +5.3% | -56.2% | -52.6% |
| YTD | -49.2% | +33.2% | -82.4% | -55.6% |
| 1Y | -46.7% | +28.2% | -74.9% | -52.8% |
| 3Y | +793.2% | +49.2% | +744.0% | +631.7% |
| 5Y | +195.6% | +102.9% | +92.7% | +117.0% |
| All | +195.6% | +103.3% | +92.3% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling