+715.0%
ASTS vs BROS
+30.6%
+684.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.5% | -12.0% | -8.1% |
| 7D | +0.8% | +6.3% | -5.5% | -1.5% |
| 30D | -22.6% | -8.3% | -14.3% | -20.0% |
| 3M | -54.4% | -29.8% | -24.6% | -48.0% |
| 6M | -56.4% | -25.8% | -30.6% | -52.2% |
| YTD | -55.1% | -41.4% | -13.8% | -46.5% |
| 1Y | -46.9% | -35.2% | -11.8% | -39.5% |
| 3Y | +715.0% | +32.8% | +682.2% | +469.9% |
| All | +715.0% | +30.6% | +684.4% | +469.9% |
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