+7.3%
BSX vs ASTS
+148.1%
-140.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.5% |
| 7D | +3.7% | +0.8% | +2.9% | +3.6% |
| 30D | +3.1% | -22.6% | +25.8% | +3.7% |
| 3M | -14.2% | -54.4% | +40.2% | -12.6% |
| 6M | -16.4% | -56.4% | +40.0% | -15.3% |
| YTD | -53.5% | -55.1% | +1.6% | -53.2% |
| 1Y | -57.8% | -46.9% | -10.8% | -57.8% |
| 3Y | -17.4% | +715.0% | -732.4% | -28.2% |
| All | +7.3% | +148.1% | -140.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling