+576.8%
ASTS vs BR
+52.0%
+524.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.9% |
| 7D | +18.5% | -5.9% | +24.4% | +20.7% |
| 30D | -8.1% | +1.9% | -10.0% | -9.1% |
| 3M | -28.2% | +14.7% | -42.8% | -32.5% |
| 6M | -26.1% | -12.8% | -13.3% | -22.5% |
| YTD | -9.0% | -23.0% | +14.1% | +0.5% |
| 1Y | +62.2% | -31.7% | +93.9% | +89.6% |
| 3Y | +1,621.9% | -4.8% | +1,626.7% | +1,607.8% |
| 5Y | +457.0% | +7.8% | +449.2% | +399.3% |
| All | +576.8% | +52.0% | +524.8% | +496.6% |
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