+244.8%
ASTS vs BR
+73.9%
+170.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -9.0% | -8.8% |
| 7D | -9.3% | +5.0% | -14.3% | -10.7% |
| 30D | -33.9% | +16.6% | -50.5% | -37.2% |
| 3M | -51.0% | +12.0% | -63.0% | -53.1% |
| 6M | -55.1% | +30.7% | -85.9% | -60.0% |
| YTD | -53.6% | -11.9% | -41.7% | -51.2% |
| 1Y | -51.0% | -11.6% | -39.4% | -48.4% |
| 3Y | +681.7% | +15.0% | +666.7% | +620.2% |
| 5Y | +182.4% | +18.1% | +164.3% | +142.4% |
| All | +244.8% | +73.9% | +170.9% | +190.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling