+62.2%
ASTS vs BTDR
+2.6%
+59.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +5.2% |
| 7D | +18.5% | +22.4% | -3.9% | +9.5% |
| 30D | -8.1% | +16.5% | -24.5% | -14.4% |
| 3M | -28.2% | -31.5% | +3.3% | -20.3% |
| 6M | -26.1% | +74.0% | -100.1% | -42.7% |
| YTD | -9.0% | +13.0% | -22.0% | -18.0% |
| 1Y | +62.2% | -0.2% | +62.4% | +78.8% |
| All | +62.2% | +2.6% | +59.6% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling