+8.4%
BSX vs ASTS
+576.8%
-568.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.1% | -12.0% | -6.1% |
| 7D | -6.4% | +18.5% | -24.9% | -6.9% |
| 30D | -8.8% | -8.1% | -0.7% | -8.6% |
| 3M | -7.6% | -28.2% | +20.5% | -7.2% |
| 6M | -37.0% | -26.1% | -10.9% | -37.0% |
| YTD | -52.8% | -9.0% | -43.9% | -53.3% |
| 1Y | -58.4% | +62.2% | -120.6% | -59.8% |
| 3Y | -16.5% | +1,621.9% | -1,638.4% | -27.3% |
| 5Y | -1.2% | +457.0% | -458.2% | -13.4% |
| All | +8.4% | +576.8% | -568.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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