+48.9%
ASTS vs BR
-29.1%
+77.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | -1.7% |
| 7D | +7.3% | -5.3% | +12.6% | +4.0% |
| 30D | -8.9% | +6.4% | -15.3% | -5.1% |
| 3M | -41.9% | +13.6% | -55.6% | -35.0% |
| 6M | -40.6% | -6.7% | -33.9% | -37.8% |
| YTD | -14.2% | -21.1% | +6.9% | -8.3% |
| 1Y | +48.9% | -29.6% | +78.4% | +40.9% |
| All | +48.9% | -29.1% | +77.9% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling