+174.0%
ASTS vs BWA
+26.5%
+147.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.4% | +5.3% |
| 7D | -21.1% | -5.5% | -15.6% | -17.7% |
| 30D | -46.7% | -21.7% | -25.0% | -37.2% |
| 3M | -52.0% | -25.6% | -26.4% | -41.5% |
| 6M | -54.3% | -17.4% | -36.8% | -47.5% |
| YTD | -55.5% | +9.2% | -64.7% | -58.8% |
| 1Y | -50.5% | +9.7% | -60.2% | -54.1% |
| 3Y | +706.2% | +54.6% | +651.6% | +458.3% |
| All | +174.0% | +26.5% | +147.5% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling