+253.1%
ASTS vs BR
+72.6%
+180.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.6% |
| 7D | +14.2% | -1.3% | +15.5% | +14.6% |
| 30D | -26.7% | +13.7% | -40.4% | -29.8% |
| 3M | -53.6% | +13.8% | -67.4% | -55.8% |
| 6M | -52.7% | +29.7% | -82.4% | -57.7% |
| YTD | -52.5% | -12.6% | -39.9% | -49.9% |
| 1Y | -46.5% | -12.4% | -34.1% | -43.6% |
| 3Y | +700.5% | +14.1% | +686.3% | +639.2% |
| 5Y | +168.5% | +18.7% | +149.8% | +130.8% |
| All | +253.1% | +72.6% | +180.5% | +197.6% |
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