+69.1%
ASTS vs BTG
+29.1%
+40.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.2% | -6.4% |
| 7D | 0.0% | +2.4% | -2.4% | -1.4% |
| 30D | -9.2% | +9.5% | -18.7% | -13.4% |
| 3M | -29.6% | +38.5% | -68.1% | -41.0% |
| 6M | -30.5% | +5.6% | -36.1% | -34.1% |
| YTD | -14.1% | +23.9% | -38.0% | -27.5% |
| 1Y | +69.1% | +32.1% | +37.0% | +16.7% |
| All | +69.1% | +29.1% | +40.0% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling