+6.0%
BSX vs ASTS
+277.6%
-271.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +14.1% | -11.1% | +2.6% |
| 7D | -0.7% | +1.5% | -2.2% | -0.8% |
| 30D | +3.0% | -27.6% | +30.6% | +3.7% |
| 3M | -10.7% | -48.7% | +38.0% | -9.4% |
| 6M | -18.4% | -50.8% | +32.5% | -17.6% |
| YTD | -53.8% | -49.2% | -4.6% | -53.7% |
| 1Y | -56.0% | -46.7% | -9.3% | -56.0% |
| 3Y | -14.4% | +793.2% | -807.6% | -24.0% |
| 5Y | +2.9% | +195.6% | -192.7% | -8.7% |
| All | +6.0% | +277.6% | -271.5% | -14.3% |
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