+653.1%
ASTS vs CASY
+154.8%
+498.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +2.2% | -17.4% | -15.5% |
| 7D | -29.9% | +1.8% | -31.7% | -30.1% |
| 30D | -52.2% | +11.2% | -63.3% | -53.1% |
| 3M | -55.8% | -19.1% | -36.8% | -54.4% |
| 6M | -52.7% | -19.9% | -32.8% | -51.0% |
| YTD | -58.4% | +25.2% | -83.6% | -61.4% |
| 1Y | -57.1% | +31.6% | -88.7% | -60.6% |
| All | +653.1% | +154.8% | +498.4% | +577.7% |
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