+1,505.9%
ASTS vs CCL
+53.4%
+1,452.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | -5.0% | +12.4% | +10.8% |
| 30D | -8.9% | -20.3% | +11.5% | +4.3% |
| 3M | -41.9% | -15.1% | -26.8% | -36.6% |
| 6M | -40.6% | -15.1% | -25.5% | -36.0% |
| YTD | -14.2% | -21.8% | +7.6% | -4.8% |
| 1Y | +48.9% | -24.8% | +73.6% | +68.5% |
| All | +1,505.9% | +53.4% | +1,452.5% | +755.4% |
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