+233.7%
ASTS vs BMRN
-22.7%
+256.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.7% |
| 7D | +0.8% | +2.1% | -1.3% | +0.4% |
| 30D | -22.6% | +3.8% | -26.4% | -23.3% |
| 3M | -54.4% | -16.5% | -37.9% | -52.3% |
| 6M | -56.4% | +6.9% | -63.3% | -57.7% |
| YTD | -55.1% | -3.7% | -51.4% | -55.4% |
| 1Y | -46.9% | +5.6% | -52.5% | -48.8% |
| 3Y | +715.0% | -31.4% | +746.4% | +772.7% |
| 5Y | +153.7% | -30.0% | +183.7% | +168.5% |
| All | +233.7% | -22.7% | +256.3% | +264.0% |
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