+160.4%
ASTS vs CBOE
+202.6%
-42.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.3% | -5.0% |
| 7D | +0.8% | +6.3% | -5.4% | +2.7% |
| 30D | -22.6% | +24.9% | -47.6% | -17.6% |
| 3M | -54.4% | +28.5% | -82.9% | -50.8% |
| 6M | -56.4% | +2.9% | -59.3% | -52.8% |
| YTD | -55.1% | +50.7% | -105.8% | -49.9% |
| 1Y | -46.9% | +45.5% | -92.4% | -40.9% |
| 3Y | +715.0% | +116.3% | +598.7% | +754.0% |
| All | +160.4% | +202.6% | -42.3% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling