+133.3%
BAC vs ASTS
+537.8%
-404.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.6% | +7.3% | -6.8% | +0.2% |
| 30D | -0.9% | -8.9% | +8.0% | -0.6% |
| 3M | +16.3% | -41.9% | +58.2% | +18.6% |
| 6M | +26.0% | -40.6% | +66.6% | +27.3% |
| YTD | +15.2% | -14.2% | +29.4% | +13.5% |
| 1Y | +26.5% | +48.9% | -22.3% | +20.0% |
| 3Y | +132.4% | +1,461.7% | -1,329.2% | +78.8% |
| 5Y | +72.6% | +404.1% | -331.6% | +35.1% |
| All | +133.3% | +537.8% | -404.5% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling