+706.2%
ASTS vs CCEP
+109.7%
+596.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.0% | +6.9% |
| 7D | -21.1% | +2.6% | -23.7% | -20.6% |
| 30D | -46.7% | +15.1% | -61.8% | -45.6% |
| 3M | -52.0% | +7.3% | -59.3% | -51.4% |
| 6M | -54.3% | +23.4% | -77.7% | -53.2% |
| YTD | -55.5% | +29.4% | -84.9% | -54.4% |
| 1Y | -50.5% | +34.2% | -84.7% | -49.3% |
| 3Y | +706.2% | +108.4% | +597.9% | +845.0% |
| All | +706.2% | +109.7% | +596.5% | +845.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling