+230.9%
ASTS vs CCL
-28.8%
+259.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | -21.1% | +2.6% | -23.7% | -21.7% |
| 30D | -46.7% | +13.1% | -59.8% | -48.4% |
| 3M | -52.0% | +3.3% | -55.3% | -52.5% |
| 6M | -54.3% | +8.7% | -63.0% | -55.4% |
| YTD | -55.5% | -1.6% | -53.9% | -56.0% |
| 1Y | -50.5% | +14.0% | -64.5% | -52.6% |
| 3Y | +706.2% | +145.1% | +561.1% | +559.5% |
| 5Y | +165.2% | +21.2% | +144.0% | +120.9% |
| All | +230.9% | -28.8% | +259.8% | +177.9% |
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