+22.6%
BAC vs ASTS
+148.1%
-125.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.3% |
| 7D | +3.2% | +0.8% | +2.4% | +3.1% |
| 30D | -0.7% | -22.6% | +21.9% | +0.4% |
| 3M | -20.0% | -54.4% | +34.4% | -17.1% |
| 6M | +3.4% | -56.4% | +59.8% | +6.3% |
| YTD | -5.7% | -55.1% | +49.4% | -4.5% |
| 1Y | -1.4% | -46.9% | +45.5% | -1.6% |
| 3Y | +97.9% | +715.0% | -617.1% | +52.0% |
| All | +22.6% | +148.1% | -125.5% | -7.9% |
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