+706.2%
ASTS vs CAH
+185.1%
+521.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.5% | +5.6% | +7.0% |
| 7D | -21.1% | +8.5% | -29.6% | -21.4% |
| 30D | -46.7% | +17.0% | -63.7% | -47.3% |
| 3M | -52.0% | +14.6% | -66.6% | -52.4% |
| 6M | -54.3% | +42.5% | -96.8% | -56.1% |
| YTD | -55.5% | +33.5% | -89.0% | -56.6% |
| 1Y | -50.5% | +38.5% | -89.0% | -52.0% |
| 3Y | +706.2% | +179.0% | +527.2% | +599.0% |
| All | +706.2% | +185.1% | +521.2% | +599.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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