-49.2%
ASTS vs BAM
+4.2%
-53.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.2% | -10.3% | -7.4% |
| 7D | -15.8% | +14.2% | -30.0% | -22.7% |
| 30D | -39.0% | +21.0% | -60.0% | -46.4% |
| 3M | -49.3% | +5.2% | -54.5% | -51.1% |
| 6M | -47.9% | +16.0% | -63.9% | -53.5% |
| YTD | -51.0% | +6.5% | -57.4% | -51.2% |
| 1Y | -49.2% | +4.4% | -53.5% | -47.5% |
| All | -49.2% | +4.2% | -53.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling