+174.0%
ASTS vs CASY
+250.1%
-76.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.3% | +7.1% |
| 7D | -21.1% | +1.1% | -22.2% | -21.4% |
| 30D | -46.7% | +8.7% | -55.4% | -48.2% |
| 3M | -52.0% | -17.3% | -34.7% | -49.7% |
| 6M | -54.3% | -19.7% | -34.5% | -51.9% |
| YTD | -55.5% | +24.8% | -80.3% | -60.5% |
| 1Y | -50.5% | +31.9% | -82.4% | -57.1% |
| 3Y | +706.2% | +155.4% | +550.8% | +425.1% |
| All | +174.0% | +250.1% | -76.2% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling