+49.1%
ASTS vs CAI
-8.1%
+57.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.3% |
| 7D | +18.5% | +0.2% | +18.3% | +18.4% |
| 30D | -8.1% | +9.1% | -17.2% | -9.8% |
| 3M | -28.2% | +53.8% | -82.0% | -34.3% |
| 6M | -26.1% | +33.5% | -59.6% | -32.6% |
| YTD | -9.0% | -8.0% | -1.0% | -8.1% |
| 1Y | +62.2% | -28.7% | +90.9% | +67.8% |
| All | +49.1% | -8.1% | +57.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling