+1,886.1%
BE vs ASTS
+768.8%
+1,117.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.2% | -5.7% |
| 7D | -12.1% | -15.8% | +3.7% | -9.5% |
| 30D | -30.1% | -39.0% | +9.0% | -24.3% |
| 3M | -12.1% | -49.3% | +37.2% | -2.2% |
| 6M | -30.6% | -47.9% | +17.4% | -24.0% |
| YTD | +130.6% | -51.0% | +181.6% | +154.8% |
| 1Y | +55.3% | -49.2% | +104.4% | +70.8% |
| All | +1,886.1% | +768.8% | +1,117.3% | +2,015.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling