+537.8%
ASTS vs BMY
+49.2%
+488.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +7.3% | +0.4% | +7.0% | +7.3% |
| 30D | -8.9% | +5.0% | -13.9% | -9.3% |
| 3M | -41.9% | +19.4% | -61.3% | -42.9% |
| 6M | -40.6% | +9.5% | -50.1% | -41.2% |
| YTD | -14.2% | +28.1% | -42.3% | -16.3% |
| 1Y | +48.9% | +50.0% | -1.1% | +42.7% |
| 3Y | +1,461.7% | +24.1% | +1,437.6% | +1,395.2% |
| 5Y | +404.1% | +25.0% | +379.1% | +381.8% |
| All | +537.8% | +49.2% | +488.6% | +485.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling