+190.5%
ASTS vs BROS
+3.9%
+186.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +7.8% |
| 7D | -21.1% | -21.2% | +0.1% | -14.5% |
| 30D | -46.7% | -11.6% | -35.1% | -44.6% |
| 3M | -52.0% | -36.7% | -15.3% | -44.3% |
| 6M | -54.3% | -42.8% | -11.4% | -45.8% |
| YTD | -55.5% | -44.8% | -10.6% | -46.9% |
| 1Y | -50.5% | -36.5% | -13.9% | -43.9% |
| 3Y | +706.2% | +27.0% | +679.3% | +584.6% |
| 5Y | +165.2% | -50.3% | +215.5% | +151.1% |
| All | +190.5% | +3.9% | +186.6% | +189.9% |
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 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