+160.4%
ASTS vs BIIB
-7.5%
+167.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.9% |
| 7D | +0.8% | +2.0% | -1.2% | +0.3% |
| 30D | -22.6% | +8.8% | -31.5% | -24.5% |
| 3M | -54.4% | +20.3% | -74.7% | -57.0% |
| 6M | -56.4% | +23.9% | -80.3% | -59.7% |
| YTD | -55.1% | +44.0% | -99.1% | -61.2% |
| 1Y | -46.9% | +53.8% | -100.8% | -55.3% |
| 3Y | +715.0% | +13.8% | +701.2% | +646.9% |
| All | +160.4% | -7.5% | +167.8% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling