+21.9%
BAC vs ASTS
+213.2%
-191.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +14.1% | -11.8% | +1.5% |
| 7D | +2.0% | +1.5% | +0.4% | +1.8% |
| 30D | -6.9% | -27.6% | +20.7% | -5.6% |
| 3M | -19.6% | -48.7% | +29.2% | -17.1% |
| 6M | -0.5% | -50.8% | +50.4% | +1.6% |
| YTD | -6.6% | -49.2% | +42.6% | -5.9% |
| 1Y | -3.0% | -46.7% | +43.7% | -3.0% |
| 3Y | +97.3% | +793.2% | -695.9% | +51.3% |
| 5Y | +21.9% | +195.6% | -173.7% | -9.0% |
| All | +21.9% | +213.2% | -191.3% | -9.0% |
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 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