+174.0%
ASTS vs BDX
+24.6%
+149.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.8% | +7.2% |
| 7D | -21.1% | +7.1% | -28.2% | -22.2% |
| 30D | -46.7% | +17.6% | -64.3% | -48.4% |
| 3M | -52.0% | +20.4% | -72.4% | -53.8% |
| 6M | -54.3% | +48.3% | -102.5% | -58.6% |
| YTD | -55.5% | +41.6% | -97.1% | -59.1% |
| 1Y | -50.5% | +55.7% | -106.2% | -55.6% |
| 3Y | +706.2% | +10.6% | +695.6% | +691.9% |
| All | +174.0% | +24.6% | +149.4% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling