+653.1%
ASTS vs CB
+74.6%
+578.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.7% | -14.5% | -15.4% |
| 7D | -29.9% | +2.6% | -32.5% | -29.4% |
| 30D | -52.2% | +11.2% | -63.4% | -51.1% |
| 3M | -55.8% | +5.7% | -61.6% | -55.1% |
| 6M | -52.7% | +15.9% | -68.6% | -51.6% |
| YTD | -58.4% | +20.2% | -78.6% | -57.6% |
| 1Y | -57.1% | +32.4% | -89.5% | -57.0% |
| All | +653.1% | +74.6% | +578.5% | +832.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling