+230.9%
ASTS vs BMY
+40.2%
+190.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.6% | +7.2% |
| 7D | -21.1% | -0.5% | -20.5% | -21.1% |
| 30D | -46.7% | +4.1% | -50.8% | -46.9% |
| 3M | -52.0% | -2.1% | -49.9% | -51.9% |
| 6M | -54.3% | +12.2% | -66.5% | -54.8% |
| YTD | -55.5% | +20.3% | -75.8% | -56.3% |
| 1Y | -50.5% | +39.2% | -89.7% | -52.2% |
| 3Y | +706.2% | +35.6% | +670.6% | +679.5% |
| 5Y | +165.2% | +28.6% | +136.7% | +156.9% |
| All | +230.9% | +40.2% | +190.7% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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