+1,621.9%
ASTS vs REGN
-1.5%
+1,623.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.2% | +6.8% |
| 7D | +18.5% | -1.6% | +20.1% | +19.2% |
| 30D | -8.1% | +3.4% | -11.5% | -9.2% |
| 3M | -28.2% | +32.7% | -60.9% | -35.0% |
| 6M | -26.1% | +6.9% | -33.0% | -27.9% |
| YTD | -9.0% | +5.4% | -14.3% | -11.3% |
| 1Y | +62.2% | +45.8% | +16.3% | +35.0% |
| 3Y | +1,621.9% | -1.5% | +1,623.4% | +1,984.8% |
| All | +1,621.9% | -1.5% | +1,623.4% | +1,984.8% |
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