+1,505.9%
ASTS vs CASY
+215.7%
+1,290.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +7.3% | +0.1% | +7.3% | +7.2% |
| 30D | -8.9% | -11.3% | +2.5% | -6.8% |
| 3M | -41.9% | -0.6% | -41.3% | -42.5% |
| 6M | -40.6% | +10.7% | -51.3% | -43.3% |
| YTD | -14.2% | +37.1% | -51.3% | -22.5% |
| 1Y | +48.9% | +52.3% | -3.4% | +30.4% |
| All | +1,505.9% | +215.7% | +1,290.2% | +1,074.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling