-10.6%
BA vs ASTS
+636.6%
-647.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.2% | +12.7% | -1.6% |
| 7D | -0.1% | -29.9% | +29.8% | +1.9% |
| 30D | -9.1% | -52.2% | +43.0% | -5.3% |
| 3M | -28.2% | -55.8% | +27.7% | -25.0% |
| 6M | -23.1% | -52.7% | +29.6% | -21.0% |
| YTD | -20.6% | -58.4% | +37.9% | -18.6% |
| 1Y | -12.7% | -57.1% | +44.4% | -11.3% |
| All | -10.6% | +636.6% | -647.2% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling