+762.5%
ASTS vs REGN
+20.6%
+741.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.5% |
| 7D | +14.2% | +5.3% | +8.9% | +12.7% |
| 30D | -26.7% | +26.3% | -53.0% | -31.8% |
| 3M | -53.6% | +19.3% | -72.9% | -56.0% |
| 6M | -52.7% | +31.8% | -84.6% | -56.7% |
| YTD | -52.5% | +23.7% | -76.2% | -55.8% |
| 1Y | -46.5% | +40.2% | -86.7% | -52.7% |
| All | +762.5% | +20.6% | +741.9% | +1,369.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling