+2,133.3%
ASTS vs BTSG
+406.1%
+1,727.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +7.3% | +2.7% | +4.6% | +6.2% |
| 30D | -8.9% | -3.6% | -5.2% | -7.9% |
| 3M | -41.9% | +5.8% | -47.7% | -44.3% |
| 6M | -40.6% | +44.7% | -85.3% | -50.0% |
| YTD | -14.2% | +62.2% | -76.4% | -30.9% |
| 1Y | +48.9% | +152.1% | -103.2% | +1.8% |
| All | +2,133.3% | +406.1% | +1,727.3% | +1,187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling