+142.9%
BKNG vs ASTS
+537.8%
-394.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.0% | +7.3% | -13.3% | -6.3% |
| 30D | -6.6% | -8.9% | +2.2% | -6.3% |
| 3M | +15.7% | -41.9% | +57.6% | +18.0% |
| 6M | +14.1% | -40.6% | +54.7% | +15.4% |
| YTD | -9.3% | -14.2% | +4.9% | -10.9% |
| 1Y | -12.8% | +48.9% | -61.6% | -17.8% |
| 3Y | +58.4% | +1,461.7% | -1,403.2% | +18.7% |
| 5Y | +114.1% | +404.1% | -290.0% | +64.6% |
| All | +142.9% | +537.8% | -394.9% | +71.7% |
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