+233.7%
ASTS vs BBIO
+243.0%
-9.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | +0.8% | +5.4% | -4.6% | -0.2% |
| 30D | -22.6% | +20.6% | -43.2% | -25.5% |
| 3M | -54.4% | -3.6% | -50.8% | -54.1% |
| 6M | -56.4% | +14.1% | -70.5% | -57.7% |
| YTD | -55.1% | +2.4% | -57.5% | -55.6% |
| 1Y | -46.9% | +20.4% | -67.3% | -49.0% |
| 3Y | +715.0% | +184.5% | +530.5% | +553.8% |
| 5Y | +153.7% | +63.5% | +90.2% | +62.0% |
| All | +233.7% | +243.0% | -9.3% | +116.9% |
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