+512.7%
ASTS vs BBIO
+217.3%
+295.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.9% | -3.2% | -0.7% | -3.3% |
| 30D | -19.4% | -13.6% | -5.8% | -17.0% |
| 3M | -38.6% | +7.2% | -45.9% | -39.6% |
| 6M | -32.1% | +1.5% | -33.6% | -32.5% |
| YTD | -17.6% | -5.3% | -12.3% | -17.2% |
| 1Y | +56.0% | +37.7% | +18.3% | +45.9% |
| 3Y | +1,438.8% | +153.9% | +1,284.9% | +1,158.7% |
| 5Y | +412.9% | +43.9% | +369.1% | +234.4% |
| All | +512.7% | +217.3% | +295.4% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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