+230.9%
ASTS vs CAG
-22.7%
+253.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +6.8% |
| 7D | -21.1% | +5.8% | -26.9% | -20.3% |
| 30D | -46.7% | +16.4% | -63.0% | -45.4% |
| 3M | -52.0% | +3.8% | -55.8% | -51.5% |
| 6M | -54.3% | +10.8% | -65.1% | -53.2% |
| YTD | -55.5% | -5.8% | -49.7% | -55.1% |
| 1Y | -50.5% | -2.4% | -48.1% | -49.9% |
| 3Y | +706.2% | -33.4% | +739.7% | +694.4% |
| 5Y | +165.2% | -39.4% | +204.7% | +165.4% |
| All | +230.9% | -22.7% | +253.6% | +233.7% |
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 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