+230.9%
ASTS vs CCJ
+738.2%
-507.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.3% | +2.7% | +5.1% |
| 7D | -21.1% | -7.3% | -13.8% | -18.0% |
| 30D | -46.7% | -20.0% | -26.7% | -40.7% |
| 3M | -52.0% | -23.8% | -28.2% | -45.3% |
| 6M | -54.3% | -42.4% | -11.9% | -41.0% |
| YTD | -55.5% | -22.1% | -33.4% | -47.8% |
| 1Y | -50.5% | -20.8% | -29.6% | -41.8% |
| 3Y | +706.2% | +75.7% | +630.5% | +606.5% |
| 5Y | +165.2% | +167.4% | -2.2% | +97.3% |
| All | +230.9% | +738.2% | -507.3% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling