-49.4%
BA vs ASTS
+209.1%
-258.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.2% | +12.7% | -1.4% |
| 7D | -0.1% | -29.9% | +29.8% | +2.5% |
| 30D | -9.1% | -52.2% | +43.0% | -4.2% |
| 3M | -28.2% | -55.8% | +27.7% | -24.0% |
| 6M | -23.1% | -52.7% | +29.6% | -20.4% |
| YTD | -20.6% | -58.4% | +37.9% | -18.1% |
| 1Y | -12.7% | -57.1% | +44.4% | -10.9% |
| 3Y | -11.6% | +629.5% | -641.0% | -35.9% |
| 5Y | -23.1% | +147.7% | -170.9% | -42.6% |
| All | -49.4% | +209.1% | -258.5% | -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