+168.5%
ASTS vs BMY
+30.3%
+138.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.7% |
| 7D | +14.2% | -1.3% | +15.5% | +14.4% |
| 30D | -26.7% | +10.0% | -36.7% | -27.8% |
| 3M | -53.6% | -1.2% | -52.4% | -53.5% |
| 6M | -52.7% | +12.8% | -65.5% | -53.7% |
| YTD | -52.5% | +20.7% | -73.2% | -54.1% |
| 1Y | -46.5% | +32.6% | -79.1% | -49.3% |
| 3Y | +700.5% | +41.8% | +658.6% | +651.1% |
| 5Y | +168.5% | +29.0% | +139.5% | +139.0% |
| All | +168.5% | +30.3% | +138.2% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling