+1,438.8%
ASTS vs BRKR
-11.8%
+1,450.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -3.9% | -8.7% | +4.7% | -1.0% |
| 30D | -19.4% | -9.9% | -9.6% | -16.4% |
| 3M | -38.6% | -3.1% | -35.6% | -39.7% |
| 6M | -32.1% | +45.5% | -77.6% | -44.9% |
| YTD | -17.6% | +13.7% | -31.3% | -26.0% |
| 1Y | +56.0% | +67.4% | -11.4% | +22.5% |
| 3Y | +1,438.8% | -13.2% | +1,452.0% | +1,250.8% |
| All | +1,438.8% | -11.8% | +1,450.6% | +1,250.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling