-40.6%
ASTS vs CAG
-15.5%
-25.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | 0.0% |
| 7D | +7.3% | -3.8% | +11.1% | +5.9% |
| 30D | -8.9% | +3.1% | -12.0% | -7.9% |
| 3M | -41.9% | +23.5% | -65.4% | -36.2% |
| 6M | -40.6% | -14.8% | -25.7% | -41.1% |
| All | -40.6% | -15.5% | -25.1% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling