+459.8%
ASTS vs BROS
+43.3%
+416.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +7.3% | -6.7% | +14.0% | +10.0% |
| 30D | -8.9% | -29.1% | +20.2% | +1.3% |
| 3M | -41.9% | -16.7% | -25.2% | -39.0% |
| 6M | -40.6% | -11.6% | -29.0% | -39.3% |
| YTD | -14.2% | -23.9% | +9.7% | -7.9% |
| 1Y | +48.9% | -34.8% | +83.6% | +66.5% |
| 3Y | +1,461.7% | +62.1% | +1,399.6% | +1,119.2% |
| All | +459.8% | +43.3% | +416.5% | +402.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling