-49.2%
BA vs ASTS
+230.9%
-280.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.5% | 0.0% |
| 7D | +1.1% | -21.1% | +22.2% | +2.8% |
| 30D | -7.9% | -46.7% | +38.8% | -3.7% |
| 3M | -25.3% | -52.0% | +26.7% | -21.5% |
| 6M | -24.6% | -54.3% | +29.7% | -21.6% |
| YTD | -20.1% | -55.5% | +35.4% | -18.1% |
| 1Y | -11.8% | -50.5% | +38.7% | -11.0% |
| 3Y | -10.1% | +706.2% | -716.4% | -35.4% |
| 5Y | -22.7% | +165.2% | -188.0% | -42.6% |
| All | -49.2% | +230.9% | -280.1% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling