+706.2%
ASTS vs CCJ
+69.7%
+636.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.3% | +2.7% | +4.1% |
| 7D | -21.1% | -7.3% | -13.8% | -16.4% |
| 30D | -46.7% | -20.0% | -26.7% | -37.7% |
| 3M | -52.0% | -23.8% | -28.2% | -41.9% |
| 6M | -54.3% | -42.4% | -11.9% | -33.9% |
| YTD | -55.5% | -22.1% | -33.4% | -43.9% |
| 1Y | -50.5% | -20.8% | -29.6% | -37.4% |
| 3Y | +706.2% | +75.7% | +630.5% | +785.5% |
| All | +706.2% | +69.7% | +636.5% | +785.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling