-17.7%
BSX vs ASTS
+693.1%
-710.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.7% | -2.0% |
| 7D | -1.0% | +14.2% | -15.2% | -1.2% |
| 30D | +2.1% | -26.7% | +28.8% | +2.5% |
| 3M | -14.0% | -53.6% | +39.5% | -13.1% |
| 6M | -18.3% | -52.7% | +34.4% | -17.8% |
| YTD | -53.6% | -52.5% | -1.1% | -53.5% |
| 1Y | -57.6% | -46.5% | -11.0% | -57.6% |
| All | -17.7% | +693.1% | -710.8% | -19.4% |
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