+274.8%
ASTS vs CCEP
+166.9%
+107.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +2.8% | +1.8% | +1.1% | +2.3% |
| 30D | -28.8% | +12.2% | -41.0% | -31.5% |
| 3M | -48.9% | +10.7% | -59.5% | -50.7% |
| 6M | -55.6% | +27.5% | -83.1% | -59.3% |
| YTD | -49.6% | +31.3% | -80.9% | -54.5% |
| 1Y | -46.1% | +29.9% | -76.0% | -51.2% |
| 3Y | +749.7% | +111.1% | +638.6% | +528.0% |
| 5Y | +193.2% | +142.3% | +50.9% | +102.4% |
| All | +274.8% | +166.9% | +107.9% | +156.3% |
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