+117.9%
BKNG vs ASTS
+538.9%
-421.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.6% | +1.8% | -3.5% |
| 7D | -13.1% | 0.0% | -13.1% | -13.1% |
| 30D | -18.5% | -9.2% | -9.3% | -18.3% |
| 3M | +5.8% | -29.6% | +35.4% | +6.8% |
| 6M | -2.1% | -30.5% | +28.3% | -1.8% |
| YTD | -18.6% | -14.1% | -4.6% | -20.1% |
| 1Y | -21.7% | +69.1% | -90.8% | -26.7% |
| 3Y | +40.9% | +1,525.5% | -1,484.6% | +5.2% |
| 5Y | +91.0% | +425.9% | -334.9% | +46.5% |
| All | +117.9% | +538.9% | -421.0% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling