+462.3%
ASTS vs BAM
+86.2%
+376.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.1% | +6.4% |
| 7D | -21.1% | +9.7% | -30.8% | -27.1% |
| 30D | -46.7% | +19.0% | -65.7% | -53.9% |
| 3M | -52.0% | +0.6% | -52.6% | -52.8% |
| 6M | -54.3% | +11.1% | -65.3% | -58.7% |
| YTD | -55.5% | +4.2% | -59.7% | -58.0% |
| 1Y | -50.5% | +3.3% | -53.8% | -52.7% |
| 3Y | +706.2% | +88.8% | +617.5% | +429.6% |
| All | +462.3% | +86.2% | +376.0% | +266.9% |
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