+233.7%
ASTS vs BDX
+23.9%
+209.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.6% |
| 7D | +0.8% | +2.9% | -2.1% | +0.6% |
| 30D | -22.6% | +15.4% | -38.1% | -23.9% |
| 3M | -54.4% | +20.5% | -74.9% | -55.4% |
| 6M | -56.4% | +53.2% | -109.6% | -58.8% |
| YTD | -55.1% | +45.7% | -100.8% | -57.3% |
| 1Y | -46.9% | +47.3% | -94.2% | -49.5% |
| 3Y | +715.0% | +25.1% | +689.9% | +684.9% |
| 5Y | +153.7% | +27.4% | +126.3% | +146.2% |
| All | +233.7% | +23.9% | +209.8% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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