+33.2%
BE vs ASTS
-52.8%
+85.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.7% | +4.3% | -0.4% |
| 7D | -13.4% | -9.3% | -4.0% | -9.1% |
| 30D | -33.9% | -33.9% | 0.0% | -20.7% |
| 3M | -12.0% | -51.0% | +39.0% | +18.8% |
| 6M | -29.0% | -55.1% | +26.1% | -8.0% |
| YTD | +113.4% | -53.6% | +167.0% | +134.1% |
| 1Y | +33.2% | -51.0% | +84.1% | +33.3% |
| All | +33.2% | -52.8% | +85.9% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling