-0.9%
BA vs ASTS
+400.6%
-401.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.2% | +7.3% | -6.2% | +0.5% |
| 30D | -11.6% | -8.9% | -2.8% | -11.1% |
| 3M | -2.4% | -41.9% | +39.5% | +0.9% |
| 6M | -6.6% | -40.6% | +34.0% | -4.8% |
| YTD | -2.2% | -14.2% | +12.0% | -4.2% |
| 1Y | -8.0% | +48.9% | -56.9% | -15.0% |
| 3Y | -5.0% | +1,461.7% | -1,466.6% | -35.4% |
| All | -0.9% | +400.6% | -401.6% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling