+5,086.8%
BE vs ASTS
+230.9%
+4,855.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.1% | -3.6% | +1.9% |
| 7D | -14.7% | -21.1% | +6.4% | -10.2% |
| 30D | -40.5% | -46.7% | +6.2% | -32.3% |
| 3M | -24.3% | -52.0% | +27.7% | -12.4% |
| 6M | -39.3% | -54.3% | +14.9% | -30.2% |
| YTD | +99.4% | -55.5% | +154.9% | +127.9% |
| 1Y | +26.6% | -50.5% | +77.1% | +42.4% |
| 3Y | +1,616.9% | +706.2% | +910.7% | +857.0% |
| 5Y | +441.4% | +165.2% | +276.2% | +239.6% |
| All | +5,086.8% | +230.9% | +4,855.9% | +2,820.6% |
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