+230.9%
ASTS vs CB
+166.3%
+64.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +7.3% |
| 7D | -21.1% | +0.2% | -21.3% | -21.2% |
| 30D | -46.7% | +9.1% | -55.8% | -47.6% |
| 3M | -52.0% | +3.4% | -55.4% | -52.4% |
| 6M | -54.3% | +14.1% | -68.4% | -55.8% |
| YTD | -55.5% | +18.0% | -73.5% | -57.5% |
| 1Y | -50.5% | +30.1% | -80.6% | -53.9% |
| 3Y | +706.2% | +71.8% | +634.5% | +588.7% |
| 5Y | +165.2% | +101.8% | +63.4% | +118.9% |
| All | +230.9% | +166.3% | +64.6% | +166.5% |
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