-37.8%
BA vs ASTS
+537.8%
-575.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.1% |
| 5Y | -2.7% | +404.1% | -406.8% | -30.9% |
| All | -37.8% | +537.8% | -575.6% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling