+541.6%
ASTS vs BAM
+90.5%
+451.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.3% | +11.8% | +12.4% |
| 7D | +1.5% | +5.3% | -3.7% | -2.1% |
| 30D | -27.6% | +18.1% | -45.7% | -36.7% |
| 3M | -48.7% | +4.2% | -52.9% | -50.8% |
| 6M | -50.8% | +11.1% | -61.9% | -55.5% |
| YTD | -49.2% | +6.6% | -55.8% | -52.8% |
| 1Y | -46.7% | +6.2% | -52.9% | -50.0% |
| 3Y | +793.2% | +95.0% | +698.2% | +474.4% |
| All | +541.6% | +90.5% | +451.0% | +312.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling