+537.8%
ASTS vs BX
+225.9%
+311.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.9% |
| 7D | +7.3% | -4.4% | +11.7% | +10.2% |
| 30D | -8.9% | +0.1% | -9.0% | -9.1% |
| 3M | -41.9% | +16.0% | -57.9% | -47.1% |
| 6M | -40.6% | +21.6% | -62.2% | -47.8% |
| YTD | -14.2% | -8.9% | -5.3% | -10.6% |
| 1Y | +48.9% | -16.6% | +65.5% | +62.5% |
| 3Y | +1,461.7% | +43.3% | +1,418.3% | +1,170.4% |
| 5Y | +404.1% | +25.7% | +378.4% | +325.3% |
| All | +537.8% | +225.9% | +311.9% | +397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling