+147.7%
ASTS vs BP
+105.3%
+42.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.0% | -13.2% | -14.6% |
| 7D | -29.9% | -11.2% | -18.7% | -27.1% |
| 30D | -52.2% | -0.7% | -51.5% | -52.2% |
| 3M | -55.8% | +9.8% | -65.6% | -57.5% |
| 6M | -52.7% | -1.6% | -51.1% | -53.1% |
| YTD | -58.4% | +33.5% | -91.9% | -63.7% |
| 1Y | -57.1% | +31.7% | -88.8% | -62.4% |
| 3Y | +629.5% | +45.1% | +584.3% | +502.3% |
| 5Y | +147.7% | +105.9% | +41.8% | +81.9% |
| All | +147.7% | +105.3% | +42.4% | +81.9% |
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