+94.2%
ASTS vs BMNR
+233.9%
-139.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.6% | -8.5% | +4.9% | -3.6% |
| 30D | -16.4% | +33.8% | -50.1% | -16.4% |
| 3M | -31.4% | +54.7% | -86.1% | -31.4% |
| 6M | -31.6% | +16.7% | -48.3% | -31.6% |
| YTD | -17.5% | -10.9% | -6.6% | -17.7% |
| 1Y | +59.4% | -46.9% | +106.3% | +58.6% |
| All | +94.2% | +233.9% | -139.7% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling