+425.9%
ASTS vs REGN
+21.6%
+404.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | 0.0% | -5.2% | +5.2% | +1.8% |
| 30D | -9.2% | +0.1% | -9.3% | -9.3% |
| 3M | -29.6% | +31.2% | -60.9% | -36.3% |
| 6M | -30.5% | +3.6% | -34.1% | -31.7% |
| YTD | -14.1% | +5.0% | -19.1% | -16.6% |
| 1Y | +69.1% | +45.9% | +23.2% | +42.0% |
| 3Y | +1,525.5% | -1.9% | +1,527.4% | +1,536.0% |
| 5Y | +425.9% | +26.2% | +399.7% | +371.5% |
| All | +425.9% | +21.6% | +404.2% | +371.5% |
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 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