-49.2%
ASTS vs CAG
-6.8%
-42.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.1% | -1.9% |
| 7D | -15.8% | +9.7% | -25.5% | -12.7% |
| 30D | -39.0% | +15.8% | -54.8% | -35.7% |
| 3M | -49.3% | +1.8% | -51.1% | -48.6% |
| 6M | -47.9% | +11.5% | -59.5% | -44.7% |
| YTD | -51.0% | -6.7% | -44.2% | -50.8% |
| 1Y | -49.2% | -5.6% | -43.5% | -50.7% |
| All | -49.2% | -6.8% | -42.3% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling