+681.7%
ASTS vs CCJ
+73.2%
+608.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.3% | -5.4% | -6.4% |
| 7D | -9.3% | +0.4% | -9.7% | -8.7% |
| 30D | -33.9% | -17.2% | -16.6% | -24.0% |
| 3M | -51.0% | -25.1% | -25.9% | -39.9% |
| 6M | -55.1% | -37.6% | -17.5% | -37.9% |
| YTD | -53.6% | -20.4% | -33.3% | -42.1% |
| 1Y | -51.0% | -22.5% | -28.4% | -37.6% |
| 3Y | +681.7% | +72.5% | +609.2% | +697.6% |
| All | +681.7% | +73.2% | +608.5% | +697.6% |
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