+706.2%
ASTS vs BR
+13.3%
+693.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +6.9% |
| 7D | -21.1% | +6.5% | -27.6% | -20.8% |
| 30D | -46.7% | +18.9% | -65.6% | -46.5% |
| 3M | -52.0% | +16.3% | -68.3% | -51.9% |
| 6M | -54.3% | +26.2% | -80.5% | -54.3% |
| YTD | -55.5% | -13.1% | -42.4% | -48.0% |
| 1Y | -50.5% | -10.5% | -40.0% | -43.1% |
| 3Y | +706.2% | +13.3% | +692.9% | +1,247.4% |
| All | +706.2% | +13.3% | +693.0% | +1,247.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling