+209.1%
ASTS vs CCEP
+165.6%
+43.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.3% | -16.5% | -15.6% |
| 7D | -29.9% | +5.7% | -35.6% | -31.1% |
| 30D | -52.2% | +15.3% | -67.5% | -54.4% |
| 3M | -55.8% | +8.0% | -63.9% | -57.1% |
| 6M | -52.7% | +26.7% | -79.4% | -56.6% |
| YTD | -58.4% | +30.7% | -89.1% | -62.4% |
| 1Y | -57.1% | +36.5% | -93.6% | -61.9% |
| 3Y | +629.5% | +111.1% | +518.3% | +438.6% |
| 5Y | +147.7% | +149.7% | -2.0% | +70.5% |
| All | +209.1% | +165.6% | +43.5% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling