+1,505.9%
ASTS vs BMY
+24.3%
+1,481.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | +7.3% | +0.4% | +7.0% | +7.3% |
| 30D | -8.9% | +5.0% | -13.9% | -9.7% |
| 3M | -41.9% | +19.4% | -61.3% | -43.8% |
| 6M | -40.6% | +9.5% | -50.1% | -41.6% |
| YTD | -14.2% | +28.1% | -42.3% | -18.4% |
| 1Y | +48.9% | +50.0% | -1.1% | +36.1% |
| All | +1,505.9% | +24.3% | +1,481.6% | +1,220.7% |
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 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