+538.9%
ASTS vs BRKR
+11.3%
+527.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.8% | +1.2% | -3.0% |
| 7D | 0.0% | -7.8% | +7.8% | +3.2% |
| 30D | -9.2% | -3.4% | -5.9% | -7.7% |
| 3M | -29.6% | -4.8% | -24.8% | -30.3% |
| 6M | -30.5% | +46.7% | -77.1% | -44.1% |
| YTD | -14.1% | +15.8% | -29.9% | -23.6% |
| 1Y | +69.1% | +75.4% | -6.3% | +27.0% |
| 3Y | +1,525.5% | -10.3% | +1,535.8% | +1,366.0% |
| 5Y | +425.9% | -38.8% | +464.6% | +418.4% |
| All | +538.9% | +11.3% | +527.6% | +491.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling