+209.1%
ASTS vs BWA
+42.1%
+167.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.7% | -9.5% | -12.8% |
| 7D | -29.9% | -10.8% | -19.1% | -26.1% |
| 30D | -52.2% | -25.0% | -27.2% | -45.8% |
| 3M | -55.8% | -28.6% | -27.2% | -48.8% |
| 6M | -52.7% | -16.6% | -36.1% | -48.0% |
| YTD | -58.4% | +6.3% | -64.7% | -59.2% |
| 1Y | -57.1% | +7.2% | -64.3% | -57.9% |
| 3Y | +629.5% | +48.2% | +581.3% | +518.3% |
| 5Y | +147.7% | +23.4% | +124.3% | +111.2% |
| All | +209.1% | +42.1% | +167.0% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling