+56.0%
ASTS vs BMNR
-46.4%
+102.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -1.9% |
| 7D | -3.9% | +0.2% | -4.2% | -4.1% |
| 30D | -19.4% | +39.9% | -59.4% | -34.5% |
| 3M | -38.6% | +51.5% | -90.2% | -52.5% |
| 6M | -32.1% | +18.9% | -51.0% | -40.4% |
| YTD | -17.6% | -7.8% | -9.8% | -18.7% |
| 1Y | +56.0% | -47.6% | +103.6% | +107.5% |
| All | +56.0% | -46.4% | +102.4% | +107.5% |
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