-48.1%
BA vs ASTS
+264.6%
-312.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +2.4% |
| 7D | +5.9% | -15.8% | +21.7% | +7.2% |
| 30D | -8.2% | -39.0% | +30.9% | -4.9% |
| 3M | -25.4% | -49.3% | +24.0% | -21.8% |
| 6M | -20.0% | -47.9% | +27.9% | -17.7% |
| YTD | -18.5% | -51.0% | +32.5% | -17.0% |
| 1Y | -10.6% | -49.2% | +38.5% | -9.9% |
| 3Y | -9.3% | +760.4% | -769.6% | -35.0% |
| 5Y | -16.9% | +185.6% | -202.6% | -38.5% |
| All | -48.1% | +264.6% | -312.7% | -68.8% |
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