+513.2%
ASTS vs REGN
+159.1%
+354.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.6% |
| 7D | -3.6% | -6.0% | +2.4% | -2.2% |
| 30D | -16.4% | -0.4% | -16.0% | -16.3% |
| 3M | -31.4% | +32.0% | -63.4% | -36.0% |
| 6M | -31.6% | +3.0% | -34.6% | -32.3% |
| YTD | -17.5% | +3.2% | -20.7% | -18.8% |
| 1Y | +59.4% | +43.4% | +16.0% | +42.9% |
| 3Y | +1,460.2% | -3.6% | +1,463.8% | +1,452.4% |
| 5Y | +413.4% | +23.1% | +390.3% | +385.4% |
| All | +513.2% | +159.1% | +354.1% | +468.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 10y: compounded portfolio wealth divided by compounded REGN 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…
10y analysis · Full analysis span regression · 6 months rolling