+681.7%
ASTS vs BROS
+30.5%
+651.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.0% | -6.7% | -7.9% |
| 7D | -9.3% | -19.0% | +9.7% | -1.3% |
| 30D | -33.9% | -7.3% | -26.6% | -31.9% |
| 3M | -51.0% | -31.2% | -19.8% | -43.6% |
| 6M | -55.1% | -33.0% | -22.1% | -48.7% |
| YTD | -53.6% | -42.4% | -11.3% | -44.2% |
| 1Y | -51.0% | -37.7% | -13.2% | -43.0% |
| 3Y | +681.7% | +28.2% | +653.5% | +448.8% |
| All | +681.7% | +30.5% | +651.2% | +448.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling