+229.0%
ASTS vs BROS
+7.7%
+221.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +9.0% |
| 7D | +2.8% | -20.4% | +23.2% | +11.4% |
| 30D | -28.8% | -6.1% | -22.7% | -27.3% |
| 3M | -48.9% | -29.4% | -19.5% | -42.6% |
| 6M | -55.6% | -31.5% | -24.1% | -50.4% |
| YTD | -49.6% | -42.8% | -6.8% | -40.5% |
| 1Y | -46.1% | -37.5% | -8.6% | -38.5% |
| 3Y | +749.7% | +27.2% | +722.5% | +621.4% |
| 5Y | +193.2% | -47.0% | +240.1% | +175.6% |
| All | +229.0% | +7.7% | +221.3% | +225.0% |
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