+431.2%
ASTS vs BP
+128.1%
+303.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +7.3% | +3.9% | +3.4% | +5.8% |
| 30D | -8.9% | +7.6% | -16.5% | -11.4% |
| 3M | -41.9% | +0.7% | -42.6% | -42.4% |
| 6M | -40.6% | +15.5% | -56.1% | -44.9% |
| YTD | -14.2% | +30.8% | -45.0% | -24.0% |
| 1Y | +48.9% | +34.3% | +14.5% | +30.1% |
| 3Y | +1,461.7% | +35.1% | +1,426.6% | +1,226.9% |
| All | +431.2% | +128.1% | +303.1% | +273.0% |
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