+277.6%
ASTS vs BMRN
-22.7%
+300.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.1% | +12.1% | +13.6% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | -27.6% | +4.3% | -32.0% | -28.3% |
| 3M | -48.7% | -10.4% | -38.3% | -47.4% |
| 6M | -50.8% | +5.8% | -56.6% | -52.3% |
| YTD | -49.2% | -3.8% | -45.4% | -49.6% |
| 1Y | -46.7% | +11.1% | -57.8% | -49.4% |
| 3Y | +793.2% | -31.7% | +824.9% | +857.3% |
| 5Y | +195.6% | -30.9% | +226.5% | +213.2% |
| All | +277.6% | -22.7% | +300.3% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling