+230.9%
ASTS vs CAH
+551.3%
-320.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.5% | +5.6% | +6.9% |
| 7D | -21.1% | +8.5% | -29.6% | -22.0% |
| 30D | -46.7% | +17.0% | -63.7% | -48.0% |
| 3M | -52.0% | +14.6% | -66.6% | -53.1% |
| 6M | -54.3% | +42.5% | -96.8% | -56.9% |
| YTD | -55.5% | +33.5% | -89.0% | -57.7% |
| 1Y | -50.5% | +38.5% | -89.0% | -53.2% |
| 3Y | +706.2% | +179.0% | +527.2% | +561.3% |
| 5Y | +165.2% | +507.2% | -342.0% | +94.3% |
| All | +230.9% | +551.3% | -320.4% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling