+742.2%
ASTS vs CAG
-34.3%
+776.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.9% |
| 7D | -9.3% | +6.6% | -15.9% | -6.8% |
| 30D | -33.9% | +13.9% | -47.8% | -30.1% |
| 3M | -51.0% | +4.0% | -55.0% | -49.7% |
| 6M | -55.1% | +10.0% | -65.1% | -52.3% |
| YTD | -53.6% | -6.1% | -47.5% | -53.0% |
| 1Y | -51.0% | -4.3% | -46.6% | -49.9% |
| All | +742.2% | -34.3% | +776.6% | +736.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling