+706.2%
ASTS vs BMRN
-29.4%
+735.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.1% |
| 7D | -21.1% | -4.2% | -16.9% | -20.3% |
| 30D | -46.7% | +1.5% | -48.2% | -46.8% |
| 3M | -52.0% | -8.8% | -43.2% | -51.0% |
| 6M | -54.3% | +2.6% | -56.9% | -55.1% |
| YTD | -55.5% | -5.7% | -49.8% | -55.4% |
| 1Y | -50.5% | +8.1% | -58.6% | -53.0% |
| 3Y | +706.2% | -26.5% | +732.7% | +770.4% |
| All | +706.2% | -29.4% | +735.6% | +770.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling