+576.8%
ASTS vs BMRN
-12.7%
+589.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.9% | +9.0% | +6.8% |
| 7D | +18.5% | -0.3% | +18.8% | +18.6% |
| 30D | -8.1% | +1.3% | -9.4% | -8.5% |
| 3M | -28.2% | +14.3% | -42.5% | -30.9% |
| 6M | -26.1% | +5.7% | -31.8% | -27.9% |
| YTD | -9.0% | +8.7% | -17.7% | -12.3% |
| 1Y | +62.2% | +14.6% | +47.5% | +53.2% |
| 3Y | +1,621.9% | -28.3% | +1,650.2% | +1,723.2% |
| 5Y | +457.0% | -15.7% | +472.8% | +467.7% |
| All | +576.8% | -12.7% | +589.4% | +615.8% |
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