+576.8%
ASTS vs BX
+220.7%
+356.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +7.0% |
| 7D | +18.5% | -2.0% | +20.5% | +19.8% |
| 30D | -8.1% | -2.3% | -5.8% | -7.1% |
| 3M | -28.2% | +18.5% | -46.7% | -35.5% |
| 6M | -26.1% | +23.7% | -49.8% | -35.7% |
| YTD | -9.0% | -10.4% | +1.4% | -4.4% |
| 1Y | +62.2% | -19.6% | +81.7% | +80.7% |
| 3Y | +1,621.9% | +30.8% | +1,591.1% | +1,372.2% |
| 5Y | +457.0% | +24.3% | +432.7% | +373.6% |
| All | +576.8% | +220.7% | +356.1% | +432.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling