-10.3%
BSX vs ASTS
+1,473.5%
-1,483.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.0% | +7.3% | -5.3% | +1.9% |
| 30D | +0.1% | -8.9% | +9.0% | +0.3% |
| 3M | -2.1% | -41.9% | +39.8% | -1.4% |
| 6M | -33.8% | -40.6% | +6.8% | -33.6% |
| YTD | -49.9% | -14.2% | -35.7% | -50.1% |
| 1Y | -55.4% | +48.9% | -104.3% | -56.4% |
| All | -10.3% | +1,473.5% | -1,483.8% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling