+174.0%
ASTS vs BP
+103.6%
+70.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.4% | +7.2% |
| 7D | -21.1% | -11.6% | -9.5% | -17.8% |
| 30D | -46.7% | 0.0% | -46.7% | -46.9% |
| 3M | -52.0% | +6.7% | -58.7% | -53.4% |
| 6M | -54.3% | +2.2% | -56.4% | -55.3% |
| YTD | -55.5% | +33.0% | -88.5% | -61.1% |
| 1Y | -50.5% | +30.7% | -81.2% | -56.5% |
| 3Y | +706.2% | +44.2% | +662.0% | +566.9% |
| All | +174.0% | +103.6% | +70.4% | +101.2% |
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 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