+230.9%
ASTS vs CBOE
+223.6%
+7.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | -21.1% | +5.3% | -26.4% | -20.5% |
| 30D | -46.7% | +25.5% | -72.2% | -45.2% |
| 3M | -52.0% | +22.5% | -74.5% | -50.7% |
| 6M | -54.3% | +2.6% | -56.9% | -52.7% |
| YTD | -55.5% | +41.8% | -97.3% | -54.0% |
| 1Y | -50.5% | +40.9% | -91.3% | -48.8% |
| 3Y | +706.2% | +108.7% | +597.5% | +699.0% |
| 5Y | +165.2% | +181.4% | -16.2% | +143.7% |
| All | +230.9% | +223.6% | +7.3% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling