+209.1%
ASTS vs CCL
-28.8%
+237.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.5% | -9.7% | -13.8% |
| 7D | -29.9% | +2.6% | -32.5% | -30.4% |
| 30D | -52.2% | +11.3% | -63.5% | -53.5% |
| 3M | -55.8% | +0.3% | -56.1% | -56.0% |
| 6M | -52.7% | +16.1% | -68.8% | -54.6% |
| YTD | -58.4% | -1.6% | -56.9% | -58.9% |
| 1Y | -57.1% | +11.8% | -68.9% | -58.7% |
| 3Y | +629.5% | +139.6% | +489.9% | +499.1% |
| 5Y | +147.7% | +21.3% | +126.5% | +106.3% |
| All | +209.1% | -28.8% | +237.9% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling