+30.9%
BKNG vs ASTS
+649.4%
-618.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.9% |
| 7D | -0.7% | +0.8% | -1.5% | -0.7% |
| 30D | -0.7% | -22.6% | +22.0% | -0.4% |
| 3M | -25.0% | -54.4% | +29.4% | -24.2% |
| 6M | +3.4% | -56.4% | +59.9% | +4.5% |
| YTD | -25.0% | -55.1% | +30.1% | -24.8% |
| 1Y | -20.7% | -46.9% | +26.3% | -21.1% |
| 3Y | +30.9% | +715.0% | -684.1% | +29.9% |
| All | +30.9% | +649.4% | -618.5% | +29.9% |
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 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