+239.4%
ASTS vs BTDR
-33.9%
+273.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +9.9% | +4.2% | +11.8% |
| 7D | +1.5% | +7.1% | -5.6% | +0.1% |
| 30D | -27.6% | -31.4% | +3.7% | -21.1% |
| 3M | -48.7% | -39.2% | -9.5% | -43.2% |
| 6M | -50.8% | -50.9% | +0.1% | -43.6% |
| YTD | -49.2% | -41.0% | -8.2% | -44.3% |
| 1Y | -46.7% | -69.9% | +23.3% | -34.8% |
| 3Y | +793.2% | +87.3% | +706.0% | +729.7% |
| 5Y | +195.6% | -33.6% | +229.2% | +157.4% |
| All | +239.4% | -33.9% | +273.3% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling