+1,616.9%
BE vs ASTS
+688.5%
+928.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.2% | -4.3% | -12.0% |
| 7D | -14.7% | -21.1% | +6.4% | -11.1% |
| 30D | -40.5% | -46.7% | +6.2% | -34.0% |
| 3M | -24.3% | -52.0% | +27.7% | -14.8% |
| 6M | -39.3% | -54.3% | +14.9% | -31.9% |
| YTD | +99.4% | -55.5% | +154.9% | +124.3% |
| 1Y | +26.6% | -50.5% | +77.1% | +41.1% |
| 3Y | +1,616.9% | +706.2% | +910.7% | +1,762.4% |
| All | +1,616.9% | +688.5% | +928.4% | +1,762.4% |
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