+706.2%
ASTS vs BMY
+34.7%
+671.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.6% | +7.3% |
| 7D | -21.1% | -0.5% | -20.5% | -21.0% |
| 30D | -46.7% | +4.1% | -50.8% | -47.1% |
| 3M | -52.0% | -2.1% | -49.9% | -51.9% |
| 6M | -54.3% | +12.2% | -66.5% | -55.4% |
| YTD | -55.5% | +20.3% | -75.8% | -57.3% |
| 1Y | -50.5% | +39.2% | -89.7% | -54.2% |
| 3Y | +706.2% | +35.6% | +670.6% | +709.3% |
| All | +706.2% | +34.7% | +671.5% | +709.3% |
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