+233.7%
ASTS vs CCL
-29.3%
+263.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | +0.8% | -1.2% | +2.0% | +1.3% |
| 30D | -22.6% | +13.1% | -35.8% | -25.0% |
| 3M | -54.4% | +3.4% | -57.8% | -54.9% |
| 6M | -56.4% | +18.7% | -75.1% | -58.3% |
| YTD | -55.1% | -2.3% | -52.9% | -55.4% |
| 1Y | -46.9% | +14.2% | -61.1% | -49.1% |
| 3Y | +715.0% | +133.6% | +581.4% | +573.7% |
| 5Y | +153.7% | +33.5% | +120.2% | +111.2% |
| All | +233.7% | -29.3% | +263.0% | +181.1% |
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