+233.7%
ASTS vs BRO
+100.5%
+133.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.0% | -7.5% | -5.8% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | -22.6% | +11.3% | -33.9% | -24.6% |
| 3M | -54.4% | +0.7% | -55.1% | -54.8% |
| 6M | -56.4% | +32.9% | -89.3% | -60.3% |
| YTD | -55.1% | -8.8% | -46.3% | -54.6% |
| 1Y | -46.9% | -9.2% | -37.7% | -46.5% |
| 3Y | +715.0% | +0.1% | +714.9% | +687.8% |
| 5Y | +153.7% | +15.6% | +138.1% | +130.4% |
| All | +233.7% | +100.5% | +133.2% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling