-3.5%
BAC vs ASTS
-46.0%
+42.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.4% |
| 7D | -1.9% | +2.8% | -4.7% | -2.1% |
| 30D | -7.2% | -28.8% | +21.7% | -6.2% |
| 3M | -20.4% | -48.9% | +28.5% | -18.8% |
| 6M | +1.3% | -55.6% | +56.9% | +2.4% |
| YTD | -6.4% | -49.6% | +43.2% | -7.7% |
| 1Y | -3.5% | -46.1% | +42.6% | -6.5% |
| All | -3.5% | -46.0% | +42.5% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling