+3.0%
BSX vs ASTS
+230.9%
-227.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.1% | -11.3% | -4.4% |
| 7D | +1.8% | -21.1% | +22.9% | +2.4% |
| 30D | +2.8% | -46.7% | +49.5% | +4.3% |
| 3M | -13.3% | -52.0% | +38.7% | -11.9% |
| 6M | -23.7% | -54.3% | +30.6% | -22.9% |
| YTD | -55.2% | -55.5% | +0.3% | -54.9% |
| 1Y | -56.8% | -50.5% | -6.4% | -56.8% |
| 3Y | -19.0% | +706.2% | -725.3% | -28.0% |
| 5Y | -0.9% | +165.2% | -166.2% | -11.8% |
| All | +3.0% | +230.9% | -227.9% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling