+537.8%
ASTS vs BWA
+101.9%
+435.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.8% |
| 7D | +7.3% | +5.7% | +1.7% | +5.0% |
| 30D | -8.9% | +1.4% | -10.3% | -9.1% |
| 3M | -41.9% | -12.1% | -29.8% | -38.7% |
| 6M | -40.6% | +28.6% | -69.2% | -45.5% |
| YTD | -14.2% | +51.1% | -65.3% | -27.6% |
| 1Y | +48.9% | +55.9% | -7.0% | +23.9% |
| 3Y | +1,461.7% | +70.1% | +1,391.5% | +1,117.2% |
| 5Y | +404.1% | +90.7% | +313.4% | +268.1% |
| All | +537.8% | +101.9% | +435.9% | +359.8% |
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