+537.8%
ASTS vs CBOE
+173.3%
+364.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -3.6% | +11.0% | +7.1% |
| 30D | -8.9% | +5.1% | -14.0% | -8.5% |
| 3M | -41.9% | +4.6% | -46.5% | -41.4% |
| 6M | -40.6% | -0.3% | -40.3% | -40.0% |
| YTD | -14.2% | +19.8% | -34.0% | -13.4% |
| 1Y | +48.9% | +28.4% | +20.5% | +50.3% |
| 3Y | +1,461.7% | +104.1% | +1,357.6% | +1,371.7% |
| 5Y | +404.1% | +150.9% | +253.2% | +350.7% |
| All | +537.8% | +173.3% | +364.4% | +461.7% |
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