+62.2%
ASTS vs BDX
+21.6%
+40.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.1% | +9.2% | +6.2% |
| 7D | +18.5% | -4.3% | +22.8% | +18.7% |
| 30D | -8.1% | +1.3% | -9.4% | -8.0% |
| 3M | -28.2% | +20.2% | -48.4% | -29.5% |
| 6M | -26.1% | +8.6% | -34.7% | -21.2% |
| YTD | -9.0% | +19.0% | -27.9% | -13.8% |
| 1Y | +62.2% | +21.2% | +41.0% | +58.3% |
| All | +62.2% | +21.6% | +40.6% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling