+160.4%
ASTS vs BWA
+27.4%
+133.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | +0.8% | +4.3% | -3.4% | -1.4% |
| 30D | -22.6% | -13.0% | -9.6% | -14.6% |
| 3M | -54.4% | -24.8% | -29.6% | -44.6% |
| 6M | -56.4% | -23.5% | -32.9% | -47.6% |
| YTD | -55.1% | +13.8% | -69.0% | -59.4% |
| 1Y | -46.9% | +13.4% | -60.4% | -51.7% |
| 3Y | +715.0% | +62.8% | +652.2% | +447.4% |
| All | +160.4% | +27.4% | +133.0% | +68.6% |
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 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