+233.7%
ASTS vs CAG
-25.3%
+259.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.3% |
| 7D | +0.8% | -3.3% | +4.2% | +0.3% |
| 30D | -22.6% | +7.7% | -30.3% | -21.6% |
| 3M | -54.4% | -3.2% | -51.2% | -54.4% |
| 6M | -56.4% | +7.0% | -63.4% | -55.6% |
| YTD | -55.1% | -9.0% | -46.1% | -54.9% |
| 1Y | -46.9% | -9.6% | -37.3% | -46.7% |
| 3Y | +715.0% | -36.0% | +751.0% | +699.0% |
| 5Y | +153.7% | -40.9% | +194.6% | +152.6% |
| All | +233.7% | -25.3% | +259.0% | +234.8% |
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