-49.2%
ASTS vs BROS
-18.6%
-30.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.4% |
| 7D | -15.8% | +2.5% | -18.3% | -16.6% |
| 30D | -39.0% | +15.1% | -54.1% | -42.0% |
| 3M | -49.3% | -31.4% | -18.0% | -42.9% |
| 6M | -47.9% | -22.6% | -25.3% | -44.2% |
| YTD | -51.0% | -28.1% | -22.8% | -46.9% |
| 1Y | -49.2% | -20.3% | -28.9% | -47.2% |
| All | -49.2% | -18.6% | -30.5% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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