+2,269.9%
ASTS vs BTSG
+421.3%
+1,848.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +4.9% |
| 7D | +18.5% | +5.7% | +12.7% | +16.0% |
| 30D | -8.1% | +0.2% | -8.3% | -8.5% |
| 3M | -28.2% | +5.6% | -33.8% | -31.0% |
| 6M | -26.1% | +50.8% | -76.9% | -38.8% |
| YTD | -9.0% | +67.0% | -76.0% | -27.5% |
| 1Y | +62.2% | +145.5% | -83.3% | +12.2% |
| All | +2,269.9% | +421.3% | +1,848.6% | +1,250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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