-52.7%
ASTS vs BWA
-15.7%
-37.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.7% | -9.5% | -9.1% |
| 7D | -29.9% | -10.8% | -19.1% | -20.4% |
| 30D | -52.2% | -25.0% | -27.2% | -35.2% |
| 3M | -55.8% | -28.6% | -27.2% | -37.1% |
| 6M | -52.7% | -16.6% | -36.1% | -45.3% |
| All | -52.7% | -15.7% | -37.0% | -45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling