+537.8%
ASTS vs CASY
+361.3%
+176.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +7.3% | +0.1% | +7.3% | +7.2% |
| 30D | -8.9% | -11.3% | +2.5% | -6.5% |
| 3M | -41.9% | -0.6% | -41.3% | -42.6% |
| 6M | -40.6% | +10.7% | -51.3% | -43.0% |
| YTD | -14.2% | +37.1% | -51.3% | -22.1% |
| 1Y | +48.9% | +52.3% | -3.4% | +31.3% |
| 3Y | +1,461.7% | +215.2% | +1,246.5% | +1,049.1% |
| 5Y | +404.1% | +276.5% | +127.6% | +241.8% |
| All | +537.8% | +361.3% | +176.5% | +329.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling