+1,505.9%
ASTS vs BTDR
-2.0%
+1,507.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.7% | -0.7% |
| 7D | +7.3% | +20.0% | -12.6% | +2.3% |
| 30D | -8.9% | +11.9% | -20.8% | -12.2% |
| 3M | -41.9% | -36.9% | -5.0% | -36.0% |
| 6M | -40.6% | +56.5% | -97.1% | -48.1% |
| YTD | -14.2% | +10.4% | -24.6% | -19.0% |
| 1Y | +48.9% | +3.1% | +45.8% | +38.6% |
| All | +1,505.9% | -2.0% | +1,507.9% | +1,280.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling