+1,058.8%
ASTS vs BTSG
+459.6%
+599.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.0% | +5.1% | +6.3% |
| 7D | -21.1% | +0.4% | -21.5% | -20.9% |
| 30D | -46.7% | +5.3% | -51.9% | -47.8% |
| 3M | -52.0% | +10.8% | -62.8% | -54.1% |
| 6M | -54.3% | +27.3% | -81.6% | -59.4% |
| YTD | -55.5% | +79.3% | -134.8% | -65.6% |
| 1Y | -50.5% | +106.0% | -156.5% | -63.5% |
| All | +1,058.8% | +459.6% | +599.2% | +541.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling