+244.8%
ASTS vs BWA
+50.8%
+194.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.9% | -6.7% | -7.8% |
| 7D | -9.3% | -2.4% | -6.9% | -7.8% |
| 30D | -33.9% | -17.7% | -16.2% | -27.8% |
| 3M | -51.0% | -27.0% | -24.0% | -43.6% |
| 6M | -55.1% | -17.3% | -37.8% | -50.7% |
| YTD | -53.6% | +12.9% | -66.5% | -55.5% |
| 1Y | -51.0% | +12.9% | -63.9% | -52.8% |
| 3Y | +681.7% | +62.1% | +619.6% | +541.4% |
| 5Y | +182.4% | +30.7% | +151.7% | +135.4% |
| All | +244.8% | +50.8% | +194.0% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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