+277.6%
ASTS vs BTG
+106.9%
+170.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.2% | +8.9% | +13.2% |
| 7D | +1.5% | +19.1% | -17.5% | -1.7% |
| 30D | -27.6% | +8.2% | -35.8% | -28.7% |
| 3M | -48.7% | +13.3% | -62.1% | -50.0% |
| 6M | -50.8% | +8.1% | -58.9% | -52.0% |
| YTD | -49.2% | +27.5% | -76.7% | -51.7% |
| 1Y | -46.7% | +47.1% | -93.8% | -50.0% |
| 3Y | +793.2% | +105.8% | +687.4% | +711.1% |
| 5Y | +195.6% | +55.8% | +139.8% | +167.5% |
| All | +277.6% | +106.9% | +170.7% | +237.1% |
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