+174.0%
ASTS vs BTDR
-39.7%
+213.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +13.3% | -6.2% | +4.0% |
| 7D | -21.1% | -10.4% | -10.7% | -19.0% |
| 30D | -46.7% | -42.2% | -4.5% | -39.6% |
| 3M | -52.0% | -42.8% | -9.2% | -46.1% |
| 6M | -54.3% | -60.2% | +5.9% | -45.2% |
| YTD | -55.5% | -46.3% | -9.1% | -50.2% |
| 1Y | -50.5% | -71.7% | +21.2% | -38.6% |
| 3Y | +706.2% | +54.6% | +651.6% | +670.4% |
| All | +174.0% | -39.7% | +213.7% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling