+230.9%
ASTS vs BR
+71.6%
+159.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.6% |
| 7D | -21.1% | +6.5% | -27.6% | -22.8% |
| 30D | -46.7% | +18.9% | -65.6% | -49.8% |
| 3M | -52.0% | +16.3% | -68.3% | -54.7% |
| 6M | -54.3% | +26.2% | -80.5% | -58.7% |
| YTD | -55.5% | -13.1% | -42.4% | -53.0% |
| 1Y | -50.5% | -10.5% | -40.0% | -48.4% |
| 3Y | +706.2% | +13.3% | +692.9% | +645.9% |
| 5Y | +165.2% | +19.9% | +145.3% | +128.1% |
| All | +230.9% | +71.6% | +159.3% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling