+793.2%
ASTS vs BWA
+65.3%
+727.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.4% | +8.7% | +10.8% |
| 7D | +1.5% | -0.6% | +2.1% | +2.6% |
| 30D | -27.6% | -16.1% | -11.5% | -19.3% |
| 3M | -48.7% | -24.6% | -24.1% | -39.2% |
| 6M | -50.8% | -15.7% | -35.2% | -44.8% |
| YTD | -49.2% | +15.1% | -64.3% | -53.1% |
| 1Y | -46.7% | +15.9% | -62.5% | -50.8% |
| 3Y | +793.2% | +67.1% | +726.1% | +462.4% |
| All | +793.2% | +65.3% | +727.9% | +462.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling