+277.6%
ASTS vs BX
+199.8%
+77.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.8% | +10.3% | +11.9% |
| 7D | +1.5% | +3.3% | -1.7% | -0.1% |
| 30D | -27.6% | +9.6% | -37.2% | -31.4% |
| 3M | -48.7% | -8.7% | -40.0% | -46.2% |
| 6M | -50.8% | +2.2% | -53.1% | -52.2% |
| YTD | -49.2% | -16.2% | -33.0% | -44.6% |
| 1Y | -46.7% | -11.5% | -35.2% | -43.6% |
| 3Y | +793.2% | +41.0% | +752.2% | +631.3% |
| 5Y | +195.6% | +1.1% | +194.5% | +166.5% |
| All | +277.6% | +199.8% | +77.8% | +208.4% |
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