+537.8%
ASTS vs BDX
+4.4%
+533.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +7.3% | -2.5% | +9.9% | +7.7% |
| 30D | -8.9% | +8.3% | -17.1% | -9.7% |
| 3M | -41.9% | +24.4% | -66.3% | -43.7% |
| 6M | -40.6% | +9.2% | -49.8% | -41.1% |
| YTD | -14.2% | +22.7% | -36.9% | -16.7% |
| 1Y | +48.9% | +25.9% | +23.0% | +44.1% |
| 3Y | +1,461.7% | -10.5% | +1,472.1% | +1,473.9% |
| 5Y | +404.1% | +1.9% | +402.2% | +398.0% |
| All | +537.8% | +4.4% | +533.4% | +531.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling