+1,574.6%
BE vs ASTS
+1,473.5%
+101.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.3% |
| 7D | +20.0% | +7.3% | +12.6% | +18.4% |
| 30D | +7.9% | -8.9% | +16.8% | +9.3% |
| 3M | -13.2% | -41.9% | +28.7% | -6.7% |
| 6M | +53.5% | -40.6% | +94.1% | +62.0% |
| YTD | +191.0% | -14.2% | +205.2% | +193.3% |
| 1Y | +360.5% | +48.9% | +311.7% | +343.9% |
| All | +1,574.6% | +1,473.5% | +101.2% | +1,275.8% |
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