+185.6%
ASTS vs BURL
-10.9%
+196.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.7% | -11.8% | -7.2% |
| 7D | -15.8% | +10.4% | -26.2% | -19.4% |
| 30D | -39.0% | -4.9% | -34.1% | -38.0% |
| 3M | -49.3% | -29.8% | -19.6% | -42.1% |
| 6M | -47.9% | -16.5% | -31.5% | -45.9% |
| YTD | -51.0% | -10.5% | -40.4% | -50.7% |
| 1Y | -49.2% | -5.3% | -43.8% | -50.6% |
| 3Y | +760.4% | +95.1% | +665.3% | +507.1% |
| 5Y | +185.6% | -12.1% | +197.7% | +133.6% |
| All | +185.6% | -10.9% | +196.6% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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