-55.3%
ASTS vs BTDR
-50.6%
-4.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +9.9% | +4.2% | +9.6% |
| 7D | +1.5% | +7.1% | -5.6% | -1.6% |
| 30D | -27.6% | -31.4% | +3.7% | -16.0% |
| 3M | -48.7% | -39.2% | -9.5% | -39.2% |
| All | -55.3% | -50.6% | -4.8% | -45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling