-52.7%
ASTS vs BP
-1.4%
-51.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.0% | -13.2% | -16.2% |
| 7D | -29.9% | -11.2% | -18.7% | -35.0% |
| 30D | -52.2% | -0.7% | -51.5% | -51.4% |
| 3M | -55.8% | +9.8% | -65.6% | -51.5% |
| 6M | -52.7% | -1.6% | -51.1% | -54.4% |
| All | -52.7% | -1.4% | -51.3% | -54.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling