+537.8%
ASTS vs CAG
-22.4%
+560.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.2% |
| 7D | +7.3% | -3.8% | +11.1% | +6.8% |
| 30D | -8.9% | +3.1% | -12.0% | -8.5% |
| 3M | -41.9% | +23.5% | -65.4% | -40.2% |
| 6M | -40.6% | -14.8% | -25.7% | -40.9% |
| YTD | -14.2% | -5.4% | -8.8% | -13.8% |
| 1Y | +48.9% | -11.8% | +60.7% | +48.8% |
| 3Y | +1,461.7% | -36.7% | +1,498.3% | +1,435.3% |
| 5Y | +404.1% | -40.3% | +444.4% | +401.8% |
| All | +537.8% | -22.4% | +560.1% | +540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling