+83.9%
BAC vs ASTS
+230.9%
-147.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.7% | -1.0% |
| 7D | -1.2% | -21.1% | +19.9% | -0.1% |
| 30D | -7.7% | -46.7% | +39.0% | -5.0% |
| 3M | -21.2% | -52.0% | +30.8% | -18.6% |
| 6M | -6.8% | -54.3% | +47.4% | -4.8% |
| YTD | -8.7% | -55.5% | +46.8% | -7.4% |
| 1Y | -5.3% | -50.5% | +45.2% | -4.9% |
| 3Y | +87.4% | +706.2% | -618.8% | +49.1% |
| 5Y | +18.9% | +165.2% | -146.3% | -4.2% |
| All | +83.9% | +230.9% | -147.0% | +32.1% |
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 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