+56.0%
ASTS vs BRO
-27.7%
+83.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.2% |
| 7D | -3.9% | -7.3% | +3.4% | -6.7% |
| 30D | -19.4% | -6.9% | -12.6% | -21.5% |
| 3M | -38.6% | +10.7% | -49.3% | -37.8% |
| 6M | -32.1% | -2.7% | -29.4% | -31.3% |
| YTD | -17.6% | -16.3% | -1.3% | -16.5% |
| 1Y | +56.0% | -29.1% | +85.1% | +67.2% |
| All | +56.0% | -27.7% | +83.8% | +67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling