+103.0%
BKNG vs ASTS
+253.1%
-150.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +0.9% |
| 7D | -4.5% | +14.2% | -18.7% | -5.1% |
| 30D | +2.3% | -26.7% | +29.0% | +3.5% |
| 3M | -23.9% | -53.6% | +29.7% | -21.5% |
| 6M | +0.9% | -52.7% | +53.6% | +3.1% |
| YTD | -24.2% | -52.5% | +28.3% | -23.8% |
| 1Y | -21.4% | -46.5% | +25.1% | -21.9% |
| 3Y | +34.2% | +700.5% | -666.3% | +4.3% |
| 5Y | +68.3% | +168.5% | -100.2% | +32.8% |
| All | +103.0% | +253.1% | -150.1% | +46.9% |
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 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