+653.1%
ASTS vs CCL
+137.7%
+515.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.5% | -9.7% | -12.1% |
| 7D | -29.9% | +2.6% | -32.5% | -31.1% |
| 30D | -52.2% | +11.3% | -63.5% | -55.1% |
| 3M | -55.8% | +0.3% | -56.1% | -56.2% |
| 6M | -52.7% | +16.1% | -68.8% | -57.3% |
| YTD | -58.4% | -1.6% | -56.9% | -60.0% |
| 1Y | -57.1% | +11.8% | -68.9% | -61.7% |
| All | +653.1% | +137.7% | +515.4% | +271.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling