+425.2%
ASTS vs BAM
+84.5%
+340.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.0% | -12.2% | -13.0% |
| 7D | -29.9% | +7.9% | -37.8% | -34.4% |
| 30D | -52.2% | +16.0% | -68.2% | -57.8% |
| 3M | -55.8% | +0.6% | -56.5% | -56.7% |
| 6M | -52.7% | +10.5% | -63.2% | -57.1% |
| YTD | -58.4% | +3.2% | -61.6% | -60.5% |
| 1Y | -57.1% | +1.0% | -58.1% | -58.2% |
| 3Y | +629.5% | +84.2% | +545.2% | +386.8% |
| All | +425.2% | +84.5% | +340.7% | +244.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling