+815.5%
ASTS vs BMY
+43.6%
+771.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.7% |
| 7D | +2.8% | -2.0% | +4.8% | +3.1% |
| 30D | -28.8% | +9.3% | -38.1% | -30.0% |
| 3M | -48.9% | -0.1% | -48.8% | -48.9% |
| 6M | -55.6% | +15.5% | -71.1% | -56.9% |
| YTD | -49.6% | +21.8% | -71.4% | -51.7% |
| 1Y | -46.1% | +34.9% | -80.9% | -49.6% |
| All | +815.5% | +43.6% | +771.9% | +741.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling