+233.7%
ASTS vs BUD
+16.5%
+217.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.7% | -5.8% |
| 7D | +0.8% | +1.0% | -0.2% | +0.5% |
| 30D | -22.6% | +6.7% | -29.3% | -24.7% |
| 3M | -54.4% | +5.7% | -60.1% | -55.6% |
| 6M | -56.4% | +5.8% | -62.2% | -57.8% |
| YTD | -55.1% | +34.4% | -89.5% | -60.1% |
| 1Y | -46.9% | +33.3% | -80.2% | -52.8% |
| 3Y | +715.0% | +48.8% | +666.2% | +588.8% |
| 5Y | +153.7% | +52.5% | +101.2% | +110.2% |
| All | +233.7% | +16.5% | +217.2% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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