+274.8%
ASTS vs CAG
-24.8%
+299.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.4% | +11.1% | +8.3% |
| 7D | +2.8% | -1.8% | +4.6% | +2.6% |
| 30D | -28.8% | +9.7% | -38.5% | -27.7% |
| 3M | -48.9% | +0.5% | -49.4% | -48.6% |
| 6M | -55.6% | +8.9% | -64.6% | -54.7% |
| YTD | -49.6% | -8.4% | -41.2% | -49.3% |
| 1Y | -46.1% | -8.3% | -37.8% | -45.7% |
| 3Y | +749.7% | -36.1% | +785.8% | +734.2% |
| 5Y | +193.2% | -40.1% | +233.3% | +192.2% |
| All | +274.8% | -24.8% | +299.6% | +276.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling