+230.9%
ASTS vs CCL
-28.5%
+259.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +6.9% |
| 7D | -21.1% | +3.1% | -24.2% | -21.8% |
| 30D | -46.7% | +13.7% | -60.4% | -48.4% |
| 3M | -52.0% | +3.8% | -55.8% | -52.6% |
| 6M | -54.3% | +9.3% | -63.5% | -55.5% |
| YTD | -55.5% | -1.1% | -54.4% | -56.0% |
| 1Y | -50.5% | +14.6% | -65.0% | -52.6% |
| 3Y | +706.2% | +146.4% | +559.8% | +558.7% |
| 5Y | +165.2% | +21.9% | +143.4% | +120.6% |
| All | +230.9% | -28.5% | +259.4% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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