+174.0%
ASTS vs BROS
-50.1%
+224.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +8.0% |
| 7D | -21.1% | -21.2% | +0.1% | -13.4% |
| 30D | -46.7% | -11.6% | -35.1% | -44.3% |
| 3M | -52.0% | -36.7% | -15.3% | -42.9% |
| 6M | -54.3% | -42.8% | -11.4% | -44.3% |
| YTD | -55.5% | -44.8% | -10.6% | -45.4% |
| 1Y | -50.5% | -36.5% | -13.9% | -43.0% |
| 3Y | +706.2% | +27.0% | +679.3% | +531.8% |
| All | +174.0% | -50.1% | +224.1% | +196.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling