+537.8%
ASTS vs BTG
+103.6%
+434.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +7.3% | -0.9% | +8.2% | +7.5% |
| 30D | -8.9% | +36.8% | -45.7% | -13.9% |
| 3M | -41.9% | +23.1% | -65.0% | -44.2% |
| 6M | -40.6% | +3.5% | -44.1% | -41.7% |
| YTD | -14.2% | +25.5% | -39.7% | -17.9% |
| 1Y | +48.9% | +40.1% | +8.8% | +41.0% |
| 3Y | +1,461.7% | +101.1% | +1,360.5% | +1,325.8% |
| 5Y | +404.1% | +70.6% | +333.5% | +359.9% |
| All | +537.8% | +103.6% | +434.2% | +472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling