+983.7%
ASTS vs BAM
+78.0%
+905.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.2% |
| 7D | +7.3% | -2.0% | +9.3% | +9.1% |
| 30D | -8.9% | -2.9% | -6.0% | -7.0% |
| 3M | -41.9% | +9.4% | -51.3% | -46.5% |
| 6M | -40.6% | +10.8% | -51.3% | -45.7% |
| YTD | -14.2% | -0.4% | -13.8% | -15.3% |
| 1Y | +48.9% | -10.9% | +59.7% | +62.3% |
| 3Y | +1,461.7% | +61.3% | +1,400.4% | +1,034.7% |
| All | +983.7% | +78.0% | +905.7% | +640.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling