+230.9%
ASTS vs BTG
+96.7%
+134.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +6.6% |
| 7D | -21.1% | +17.4% | -38.5% | -23.5% |
| 30D | -46.7% | +8.0% | -54.7% | -47.6% |
| 3M | -52.0% | +32.5% | -84.5% | -54.6% |
| 6M | -54.3% | +21.6% | -75.8% | -56.2% |
| YTD | -55.5% | +21.2% | -76.7% | -57.3% |
| 1Y | -50.5% | +43.9% | -94.4% | -53.3% |
| 3Y | +706.2% | +78.6% | +627.6% | +640.3% |
| 5Y | +165.2% | +48.8% | +116.4% | +142.0% |
| All | +230.9% | +96.7% | +134.2% | +197.9% |
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