+230.9%
ASTS vs BIIB
-17.2%
+248.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.2% | +6.8% |
| 7D | -21.1% | -2.1% | -19.0% | -20.8% |
| 30D | -46.7% | +11.8% | -58.5% | -47.5% |
| 3M | -52.0% | +20.4% | -72.4% | -53.3% |
| 6M | -54.3% | +30.2% | -84.5% | -56.2% |
| YTD | -55.5% | +41.1% | -96.6% | -58.1% |
| 1Y | -50.5% | +58.4% | -108.9% | -54.2% |
| 3Y | +706.2% | -0.1% | +706.3% | +682.5% |
| 5Y | +165.2% | -10.9% | +176.1% | +153.6% |
| All | +230.9% | -17.2% | +248.1% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling