+1,505.9%
ASTS vs CCEP
+85.5%
+1,420.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.2% |
| 7D | +7.3% | -3.1% | +10.4% | +7.3% |
| 30D | -8.9% | -2.6% | -6.3% | -8.9% |
| 3M | -41.9% | +14.9% | -56.9% | -42.6% |
| 6M | -40.6% | +2.3% | -42.9% | -41.2% |
| YTD | -14.2% | +17.8% | -32.1% | -15.7% |
| 1Y | +48.9% | +24.2% | +24.6% | +43.8% |
| All | +1,505.9% | +85.5% | +1,420.4% | +1,005.0% |
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