+253.1%
ASTS vs CCL
-29.1%
+282.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.4% | -4.7% |
| 7D | +14.2% | -0.3% | +14.6% | +14.5% |
| 30D | -26.7% | +10.3% | -37.0% | -28.4% |
| 3M | -53.6% | +6.6% | -60.1% | -54.4% |
| 6M | -52.7% | +20.0% | -72.7% | -54.9% |
| YTD | -52.5% | -1.9% | -50.6% | -52.9% |
| 1Y | -46.5% | +10.4% | -56.9% | -48.3% |
| 3Y | +700.5% | +134.8% | +565.6% | +560.8% |
| 5Y | +168.5% | +34.0% | +134.5% | +123.3% |
| All | +253.1% | -29.1% | +282.2% | +197.2% |
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