+18.0%
BAC vs ASTS
+163.9%
-145.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.7% | -1.1% |
| 7D | -1.2% | -21.1% | +19.9% | -0.1% |
| 30D | -7.7% | -46.7% | +39.0% | -4.8% |
| 3M | -21.2% | -52.0% | +30.8% | -18.5% |
| 6M | -6.8% | -54.3% | +47.4% | -4.6% |
| YTD | -8.7% | -55.5% | +46.8% | -7.4% |
| 1Y | -5.3% | -50.5% | +45.2% | -5.0% |
| 3Y | +87.4% | +706.2% | -618.8% | +44.4% |
| All | +18.0% | +163.9% | -145.9% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling