+576.8%
ASTS vs CBOE
+168.7%
+408.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +6.0% |
| 7D | +18.5% | -4.6% | +23.1% | +18.1% |
| 30D | -8.1% | +2.6% | -10.7% | -7.9% |
| 3M | -28.2% | +4.9% | -33.1% | -27.6% |
| 6M | -26.1% | -2.2% | -23.9% | -25.4% |
| YTD | -9.0% | +17.7% | -26.7% | -8.2% |
| 1Y | +62.2% | +26.1% | +36.1% | +63.5% |
| 3Y | +1,621.9% | +97.1% | +1,524.8% | +1,525.8% |
| 5Y | +457.0% | +149.2% | +307.9% | +397.1% |
| All | +576.8% | +168.7% | +408.1% | +495.3% |
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