+1,505.9%
ASTS vs BIIB
-18.0%
+1,524.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +7.3% | +1.1% | +6.3% | +7.1% |
| 30D | -8.9% | +6.9% | -15.7% | -10.2% |
| 3M | -41.9% | +12.4% | -54.3% | -43.8% |
| 6M | -40.6% | +16.3% | -56.9% | -43.4% |
| YTD | -14.2% | +25.5% | -39.7% | -21.1% |
| 1Y | +48.9% | +57.8% | -9.0% | +23.3% |
| All | +1,505.9% | -18.0% | +1,524.0% | +1,579.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 3y: compounded portfolio wealth divided by compounded BIIB 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…
3y analysis · Full analysis span regression · 6 months rolling