+253.1%
ASTS vs CASY
+331.5%
-78.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.7% | -5.6% |
| 7D | +14.2% | +2.5% | +11.8% | +13.7% |
| 30D | -26.7% | +10.2% | -36.9% | -28.4% |
| 3M | -53.6% | -15.7% | -37.9% | -52.0% |
| 6M | -52.7% | -18.4% | -34.3% | -51.1% |
| YTD | -52.5% | +28.3% | -80.8% | -56.4% |
| 1Y | -46.5% | +32.6% | -79.1% | -51.3% |
| 3Y | +700.5% | +159.5% | +541.0% | +514.4% |
| 5Y | +168.5% | +263.9% | -95.4% | +83.6% |
| All | +253.1% | +331.5% | -78.4% | +140.1% |
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