+1,504.6%
ASTS vs BRO
-7.2%
+1,511.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -5.7% |
| 7D | 0.0% | -7.6% | +7.7% | -0.3% |
| 30D | -9.2% | -6.9% | -2.4% | -9.5% |
| 3M | -29.6% | +12.8% | -42.4% | -31.3% |
| 6M | -30.5% | -5.9% | -24.6% | -29.7% |
| YTD | -14.1% | -15.9% | +1.8% | -11.0% |
| 1Y | +69.1% | -28.1% | +97.2% | +82.9% |
| All | +1,504.6% | -7.2% | +1,511.8% | +1,557.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling