+653.1%
ASTS vs CCEP
+111.8%
+541.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.3% | -16.5% | -15.0% |
| 7D | -29.9% | +5.7% | -35.6% | -29.1% |
| 30D | -52.2% | +15.3% | -67.5% | -51.1% |
| 3M | -55.8% | +8.0% | -63.9% | -55.2% |
| 6M | -52.7% | +26.7% | -79.4% | -51.6% |
| YTD | -58.4% | +30.7% | -89.1% | -57.3% |
| 1Y | -57.1% | +36.5% | -93.6% | -56.0% |
| All | +653.1% | +111.8% | +541.3% | +784.4% |
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