-57.1%
ASTS vs BAM
+1.3%
-58.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.0% | -12.2% | -13.5% |
| 7D | -29.9% | +7.9% | -37.8% | -33.2% |
| 30D | -52.2% | +16.0% | -68.2% | -56.7% |
| 3M | -55.8% | +0.6% | -56.5% | -56.0% |
| 6M | -52.7% | +10.5% | -63.2% | -56.2% |
| YTD | -58.4% | +3.2% | -61.6% | -57.8% |
| 1Y | -57.1% | +1.0% | -58.1% | -54.7% |
| All | -57.1% | +1.3% | -58.4% | -54.7% |
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