+5,451.5%
BE vs ASTS
+244.8%
+5,206.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.7% | +4.3% | -2.5% |
| 7D | -13.4% | -9.3% | -4.0% | -11.3% |
| 30D | -33.9% | -33.9% | 0.0% | -27.8% |
| 3M | -12.0% | -51.0% | +39.0% | +1.6% |
| 6M | -29.0% | -55.1% | +26.1% | -18.0% |
| YTD | +113.4% | -53.6% | +167.0% | +142.0% |
| 1Y | +33.2% | -51.0% | +84.1% | +49.9% |
| 3Y | +1,659.2% | +681.7% | +977.5% | +892.3% |
| 5Y | +461.4% | +182.4% | +279.0% | +248.2% |
| All | +5,451.5% | +244.8% | +5,206.7% | +3,001.2% |
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