+174.0%
ASTS vs BX
-0.9%
+174.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.3% | +7.3% |
| 7D | -21.1% | +1.8% | -22.9% | -22.3% |
| 30D | -46.7% | +7.9% | -54.6% | -50.1% |
| 3M | -52.0% | -9.6% | -42.4% | -48.8% |
| 6M | -54.3% | -2.3% | -52.0% | -54.7% |
| YTD | -55.5% | -19.3% | -36.2% | -49.1% |
| 1Y | -50.5% | -13.2% | -37.2% | -46.3% |
| 3Y | +706.2% | +33.8% | +672.4% | +491.6% |
| All | +174.0% | -0.9% | +174.9% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling