+494.1%
ASTS vs BROS
+41.2%
+452.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.6% |
| 7D | +18.5% | -0.9% | +19.4% | +18.9% |
| 30D | -8.1% | -13.5% | +5.4% | -3.7% |
| 3M | -28.2% | -18.4% | -9.7% | -24.0% |
| 6M | -26.1% | -10.6% | -15.5% | -24.7% |
| YTD | -9.0% | -25.1% | +16.1% | -1.8% |
| 1Y | +62.2% | -28.6% | +90.8% | +76.2% |
| 3Y | +1,621.9% | +65.6% | +1,556.3% | +1,236.5% |
| All | +494.1% | +41.2% | +452.9% | +436.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling