+88.7%
BAC vs ASTS
+636.6%
-547.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.2% | +11.6% | -3.2% |
| 7D | -2.7% | -29.9% | +27.2% | -1.8% |
| 30D | -8.0% | -52.2% | +44.1% | -6.3% |
| 3M | -20.9% | -55.8% | +34.9% | -19.4% |
| 6M | -5.4% | -52.7% | +47.4% | -4.4% |
| YTD | -8.1% | -58.4% | +50.3% | -7.1% |
| 1Y | -3.1% | -57.1% | +54.0% | -2.4% |
| All | +88.7% | +636.6% | -547.9% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling