+168.5%
ASTS vs REGN
+51.8%
+116.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.5% |
| 7D | +14.2% | +5.3% | +8.9% | +12.5% |
| 30D | -26.7% | +26.3% | -53.0% | -32.6% |
| 3M | -53.6% | +19.3% | -72.9% | -56.4% |
| 6M | -52.7% | +31.8% | -84.6% | -57.4% |
| YTD | -52.5% | +23.7% | -76.2% | -56.5% |
| 1Y | -46.5% | +40.2% | -86.7% | -53.5% |
| 3Y | +700.5% | +20.2% | +680.3% | +650.2% |
| 5Y | +168.5% | +52.1% | +116.4% | +121.7% |
| All | +168.5% | +51.8% | +116.7% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling