+537.8%
ASTS vs BUD
+10.4%
+527.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | +0.3% | +7.1% | +7.2% |
| 30D | -8.9% | -5.7% | -3.2% | -7.3% |
| 3M | -41.9% | +3.1% | -45.0% | -43.0% |
| 6M | -40.6% | +7.9% | -48.5% | -42.4% |
| YTD | -14.2% | +27.3% | -41.5% | -21.9% |
| 1Y | +48.9% | +37.8% | +11.0% | +31.3% |
| 3Y | +1,461.7% | +49.8% | +1,411.8% | +1,224.2% |
| 5Y | +404.1% | +43.8% | +360.3% | +327.6% |
| All | +537.8% | +10.4% | +527.4% | +438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling