+230.9%
ASTS vs CASY
+319.9%
-89.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.3% | +7.1% |
| 7D | -21.1% | +1.1% | -22.2% | -21.3% |
| 30D | -46.7% | +8.7% | -55.4% | -47.8% |
| 3M | -52.0% | -17.3% | -34.7% | -50.2% |
| 6M | -54.3% | -19.7% | -34.5% | -52.6% |
| YTD | -55.5% | +24.8% | -80.3% | -58.9% |
| 1Y | -50.5% | +31.9% | -82.4% | -54.9% |
| 3Y | +706.2% | +155.4% | +550.8% | +520.4% |
| 5Y | +165.2% | +250.6% | -85.4% | +82.6% |
| All | +230.9% | +319.9% | -89.0% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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