+5,704.8%
BE vs ASTS
+277.6%
+5,427.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +14.1% | -2.2% | +8.9% |
| 7D | -1.2% | +1.5% | -2.7% | -1.1% |
| 30D | -30.9% | -27.6% | -3.3% | -26.0% |
| 3M | -11.6% | -48.7% | +37.1% | +1.1% |
| 6M | -25.7% | -50.8% | +25.1% | -15.8% |
| YTD | +123.1% | -49.2% | +172.3% | +148.3% |
| 1Y | +43.4% | -46.7% | +90.1% | +58.5% |
| 3Y | +1,683.6% | +793.2% | +890.4% | +875.4% |
| 5Y | +465.4% | +195.6% | +269.8% | +247.5% |
| All | +5,704.8% | +277.6% | +5,427.2% | +3,081.9% |
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 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