+5,900.0%
BE vs ASTS
+264.6%
+5,635.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.2% | -5.5% |
| 7D | -12.1% | -15.8% | +3.7% | -9.0% |
| 30D | -30.1% | -39.0% | +9.0% | -22.8% |
| 3M | -12.1% | -49.3% | +37.2% | +0.2% |
| 6M | -30.6% | -47.9% | +17.4% | -22.7% |
| YTD | +130.6% | -51.0% | +181.6% | +157.7% |
| 1Y | +55.3% | -49.2% | +104.4% | +72.6% |
| 3Y | +1,755.6% | +760.4% | +995.2% | +920.0% |
| 5Y | +564.5% | +185.6% | +378.8% | +309.2% |
| All | +5,900.0% | +264.6% | +5,635.4% | +3,201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling