+56.0%
ASTS vs BRKR
+75.9%
-19.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -3.9% | -8.7% | +4.7% | -0.8% |
| 30D | -19.4% | -9.9% | -9.6% | -16.3% |
| 3M | -38.6% | -3.1% | -35.6% | -40.5% |
| 6M | -32.1% | +45.5% | -77.6% | -51.3% |
| YTD | -17.6% | +13.7% | -31.3% | -30.3% |
| 1Y | +56.0% | +67.4% | -11.4% | +7.8% |
| All | +56.0% | +75.9% | -19.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling