+277.6%
ASTS vs CBOE
+223.2%
+54.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.1% | +14.2% | +14.1% |
| 7D | +1.5% | +1.0% | +0.5% | +1.7% |
| 30D | -27.6% | +16.0% | -43.6% | -26.2% |
| 3M | -48.7% | +23.4% | -72.2% | -47.3% |
| 6M | -50.8% | +1.7% | -52.6% | -49.2% |
| YTD | -49.2% | +41.6% | -90.8% | -47.5% |
| 1Y | -46.7% | +38.5% | -85.2% | -44.9% |
| 3Y | +793.2% | +105.7% | +687.5% | +787.2% |
| 5Y | +195.6% | +185.4% | +10.2% | +171.3% |
| All | +277.6% | +223.2% | +54.4% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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