+230.9%
ASTS vs BWA
+45.9%
+185.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.4% | +5.9% |
| 7D | -21.1% | -5.5% | -15.6% | -18.9% |
| 30D | -46.7% | -21.7% | -25.0% | -40.6% |
| 3M | -52.0% | -25.6% | -26.4% | -45.3% |
| 6M | -54.3% | -17.4% | -36.8% | -49.6% |
| YTD | -55.5% | +9.2% | -64.7% | -56.8% |
| 1Y | -50.5% | +9.7% | -60.2% | -51.9% |
| 3Y | +706.2% | +54.6% | +651.6% | +572.4% |
| 5Y | +165.2% | +26.8% | +138.5% | +123.6% |
| All | +230.9% | +45.9% | +185.0% | +174.4% |
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