+233.7%
ASTS vs BMY
+43.1%
+190.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.3% | -5.6% |
| 7D | +0.8% | +2.1% | -1.2% | +0.7% |
| 30D | -22.6% | +7.0% | -29.6% | -23.1% |
| 3M | -54.4% | -0.9% | -53.5% | -54.4% |
| 6M | -56.4% | +14.9% | -71.4% | -57.0% |
| YTD | -55.1% | +22.8% | -77.9% | -56.0% |
| 1Y | -46.9% | +36.2% | -83.2% | -48.6% |
| 3Y | +715.0% | +45.7% | +669.3% | +687.3% |
| 5Y | +153.7% | +31.3% | +122.4% | +145.3% |
| All | +233.7% | +43.1% | +190.6% | +207.7% |
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