+1,068.5%
ASTS vs BTSG
+493.4%
+575.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +0.8% | +6.0% | -5.2% | -1.6% |
| 30D | -22.6% | +12.4% | -35.0% | -26.2% |
| 3M | -54.4% | +18.2% | -72.6% | -57.5% |
| 6M | -56.4% | +26.0% | -82.5% | -61.2% |
| YTD | -55.1% | +90.1% | -145.3% | -66.1% |
| 1Y | -46.9% | +124.3% | -171.2% | -62.2% |
| All | +1,068.5% | +493.4% | +575.0% | +531.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling