+192.9%
ASTS vs BROS
+10.5%
+182.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.5% | -12.0% | -7.7% |
| 7D | +0.8% | +6.3% | -5.5% | -1.2% |
| 30D | -22.6% | -8.3% | -14.3% | -20.3% |
| 3M | -54.4% | -29.8% | -24.6% | -48.9% |
| 6M | -56.4% | -25.8% | -30.6% | -52.6% |
| YTD | -55.1% | -41.4% | -13.8% | -47.5% |
| 1Y | -46.9% | -35.2% | -11.8% | -40.3% |
| 3Y | +715.0% | +32.8% | +682.2% | +580.9% |
| 5Y | +153.7% | -42.2% | +195.8% | +136.9% |
| All | +192.9% | +10.5% | +182.4% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling