+209.1%
ASTS vs BP
+70.5%
+138.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.0% | -13.2% | -14.9% |
| 7D | -29.9% | -11.2% | -18.7% | -28.4% |
| 30D | -52.2% | -0.7% | -51.5% | -52.1% |
| 3M | -55.8% | +9.8% | -65.6% | -56.7% |
| 6M | -52.7% | -1.6% | -51.1% | -52.9% |
| YTD | -58.4% | +33.5% | -91.9% | -61.1% |
| 1Y | -57.1% | +31.7% | -88.8% | -59.7% |
| 3Y | +629.5% | +45.1% | +584.3% | +567.1% |
| 5Y | +147.7% | +105.9% | +41.8% | +119.4% |
| All | +209.1% | +70.5% | +138.7% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling