+233.7%
ASTS vs CCJ
+731.5%
-497.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.8% |
| 7D | +0.8% | -0.8% | +1.6% | +1.7% |
| 30D | -22.6% | -13.2% | -9.5% | -16.7% |
| 3M | -54.4% | -27.6% | -26.8% | -46.7% |
| 6M | -56.4% | -38.7% | -17.7% | -45.0% |
| YTD | -55.1% | -22.7% | -32.4% | -47.0% |
| 1Y | -46.9% | -17.6% | -29.4% | -38.1% |
| 3Y | +715.0% | +62.7% | +652.3% | +635.9% |
| 5Y | +153.7% | +159.7% | -6.0% | +90.9% |
| All | +233.7% | +731.5% | -497.8% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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