-56.4%
ASTS vs BRO
+31.1%
-87.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.0% | -7.5% | -4.0% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | -22.6% | +11.3% | -33.9% | -16.4% |
| 3M | -54.4% | +0.7% | -55.1% | -53.4% |
| 6M | -56.4% | +32.9% | -89.3% | -52.9% |
| All | -56.4% | +31.1% | -87.6% | -52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling