+434.9%
ASTS vs BRO
+18.0%
+416.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -4.9% |
| 7D | 0.0% | -7.6% | +7.7% | +2.2% |
| 30D | -9.2% | -6.9% | -2.4% | -7.7% |
| 3M | -29.6% | +12.8% | -42.4% | -34.2% |
| 6M | -30.5% | -5.9% | -24.6% | -30.1% |
| YTD | -14.1% | -15.9% | +1.8% | -9.6% |
| 1Y | +69.1% | -28.1% | +97.2% | +91.2% |
| 3Y | +1,525.5% | -7.0% | +1,532.5% | +1,427.9% |
| All | +434.9% | +18.0% | +416.9% | +341.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling