+1,505.9%
ASTS vs BWA
+71.5%
+1,434.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -1.2% |
| 7D | +7.3% | +5.7% | +1.7% | +4.3% |
| 30D | -8.9% | +1.4% | -10.3% | -9.2% |
| 3M | -41.9% | -12.1% | -29.8% | -37.8% |
| 6M | -40.6% | +28.6% | -69.2% | -46.6% |
| YTD | -14.2% | +51.1% | -65.3% | -31.9% |
| 1Y | +48.9% | +55.9% | -7.0% | +15.8% |
| All | +1,505.9% | +71.5% | +1,434.5% | +1,027.1% |
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