+576.8%
ASTS vs BTG
+97.8%
+479.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.9% | +9.0% | +6.6% |
| 7D | +18.5% | +4.8% | +13.7% | +17.5% |
| 30D | -8.1% | +8.3% | -16.4% | -9.4% |
| 3M | -28.2% | +32.3% | -60.5% | -31.8% |
| 6M | -26.1% | +3.0% | -29.1% | -27.4% |
| YTD | -9.0% | +21.9% | -30.9% | -12.5% |
| 1Y | +62.2% | +28.2% | +34.0% | +55.2% |
| 3Y | +1,621.9% | +99.9% | +1,522.0% | +1,478.0% |
| 5Y | +457.0% | +73.6% | +383.5% | +411.0% |
| All | +576.8% | +97.8% | +479.0% | +510.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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