+244.8%
ASTS vs CCEP
+166.2%
+78.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.7% | -8.7% |
| 7D | -9.3% | +5.4% | -14.7% | -10.7% |
| 30D | -33.9% | +12.8% | -46.7% | -36.5% |
| 3M | -51.0% | +10.9% | -61.9% | -52.8% |
| 6M | -55.1% | +25.6% | -80.7% | -58.7% |
| YTD | -53.6% | +31.0% | -84.6% | -58.1% |
| 1Y | -51.0% | +32.3% | -83.2% | -56.0% |
| 3Y | +681.7% | +110.5% | +571.2% | +478.2% |
| 5Y | +182.4% | +141.8% | +40.6% | +95.1% |
| All | +244.8% | +166.2% | +78.6% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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