-49.2%
ASTS vs BMNR
-46.4%
-2.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -10.0% | -7.2% |
| 7D | -15.8% | -1.5% | -14.3% | -15.3% |
| 30D | -39.0% | -18.9% | -20.2% | -32.1% |
| 3M | -49.3% | +20.1% | -69.4% | -56.2% |
| 6M | -47.9% | -4.7% | -43.3% | -49.0% |
| YTD | -51.0% | -20.0% | -31.0% | -48.3% |
| 1Y | -49.2% | -44.9% | -4.2% | -35.9% |
| All | -49.2% | -46.4% | -2.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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