+230.9%
ASTS vs BMRN
-24.3%
+255.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.1% |
| 7D | -21.1% | -4.2% | -16.9% | -20.2% |
| 30D | -46.7% | +1.5% | -48.2% | -46.9% |
| 3M | -52.0% | -8.8% | -43.2% | -50.9% |
| 6M | -54.3% | +2.6% | -56.9% | -55.2% |
| YTD | -55.5% | -5.7% | -49.8% | -55.6% |
| 1Y | -50.5% | +8.1% | -58.6% | -52.7% |
| 3Y | +706.2% | -26.5% | +732.7% | +744.7% |
| 5Y | +165.2% | -33.2% | +198.5% | +182.7% |
| All | +230.9% | -24.3% | +255.2% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling