+537.8%
ASTS vs BURL
+36.8%
+501.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.5% |
| 7D | +7.3% | -2.8% | +10.1% | +8.1% |
| 30D | -8.9% | -28.2% | +19.3% | +0.2% |
| 3M | -41.9% | -17.6% | -24.3% | -39.2% |
| 6M | -40.6% | -11.8% | -28.8% | -39.6% |
| YTD | -14.2% | -8.1% | -6.1% | -14.0% |
| 1Y | +48.9% | -12.0% | +60.8% | +50.6% |
| 3Y | +1,461.7% | +63.3% | +1,398.4% | +1,215.5% |
| 5Y | +404.1% | -10.8% | +414.9% | +345.7% |
| All | +537.8% | +36.8% | +501.0% | +447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling