+168.5%
ASTS vs CAG
-41.2%
+209.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -6.2% |
| 7D | +14.2% | -6.2% | +20.4% | +12.6% |
| 30D | -26.7% | +7.4% | -34.1% | -25.3% |
| 3M | -53.6% | -1.6% | -52.0% | -53.4% |
| 6M | -52.7% | +6.3% | -59.0% | -51.5% |
| YTD | -52.5% | -10.1% | -42.4% | -52.4% |
| 1Y | -46.5% | -10.2% | -36.3% | -46.3% |
| 3Y | +700.5% | -37.3% | +737.8% | +667.8% |
| 5Y | +168.5% | -41.6% | +210.1% | +171.1% |
| All | +168.5% | -41.2% | +209.7% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling