+209.1%
ASTS vs CB
+171.2%
+38.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.7% | -14.5% | -15.1% |
| 7D | -29.9% | +2.6% | -32.5% | -30.2% |
| 30D | -52.2% | +11.2% | -63.4% | -53.1% |
| 3M | -55.8% | +5.7% | -61.6% | -56.4% |
| 6M | -52.7% | +15.9% | -68.6% | -54.4% |
| YTD | -58.4% | +20.2% | -78.6% | -60.4% |
| 1Y | -57.1% | +32.4% | -89.5% | -60.2% |
| 3Y | +629.5% | +75.5% | +554.0% | +520.9% |
| 5Y | +147.7% | +105.5% | +42.3% | +104.0% |
| All | +209.1% | +171.2% | +38.0% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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