+5,945.8%
BE vs ASTS
+253.1%
+5,692.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.8% | +2.2% | -2.4% |
| 7D | +20.5% | +14.2% | +6.3% | +17.4% |
| 30D | -23.4% | -26.7% | +3.3% | -17.9% |
| 3M | -14.9% | -53.6% | +38.7% | -0.6% |
| 6M | -28.1% | -52.7% | +24.7% | -17.6% |
| YTD | +132.4% | -52.5% | +184.9% | +162.6% |
| 1Y | +59.4% | -46.5% | +105.9% | +76.9% |
| 3Y | +1,815.8% | +700.5% | +1,115.4% | +976.6% |
| 5Y | +491.3% | +168.5% | +322.8% | +271.3% |
| All | +5,945.8% | +253.1% | +5,692.7% | +3,264.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling