+230.9%
ASTS vs BUD
+15.3%
+215.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.5% | +7.5% |
| 7D | -21.1% | +4.5% | -25.5% | -22.5% |
| 30D | -46.7% | +12.5% | -59.2% | -49.0% |
| 3M | -52.0% | 0.0% | -52.0% | -52.4% |
| 6M | -54.3% | +3.8% | -58.1% | -55.3% |
| YTD | -55.5% | +33.1% | -88.5% | -60.3% |
| 1Y | -50.5% | +35.5% | -86.0% | -56.2% |
| 3Y | +706.2% | +49.4% | +656.8% | +580.4% |
| 5Y | +165.2% | +48.0% | +117.2% | +121.0% |
| All | +230.9% | +15.3% | +215.6% | +174.0% |
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