+274.8%
ASTS vs CBOE
+238.2%
+36.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.2% | +7.5% | +8.8% |
| 7D | +2.8% | +6.9% | -4.1% | +3.8% |
| 30D | -28.8% | +24.1% | -53.0% | -26.9% |
| 3M | -48.9% | +30.9% | -79.8% | -47.1% |
| 6M | -55.6% | +5.9% | -61.5% | -53.8% |
| YTD | -49.6% | +48.2% | -97.8% | -47.5% |
| 1Y | -46.1% | +43.5% | -89.5% | -43.9% |
| 3Y | +749.7% | +117.0% | +632.6% | +748.0% |
| 5Y | +193.2% | +203.4% | -10.2% | +170.5% |
| All | +274.8% | +238.2% | +36.6% | +240.1% |
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