+755.9%
ASTS vs CDE
+652.0%
+103.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +6.3% | +7.8% | +11.5% |
| 7D | +1.5% | +23.5% | -22.0% | -7.1% |
| 30D | -27.6% | -4.0% | -23.6% | -26.4% |
| 3M | -48.7% | -5.4% | -43.3% | -47.9% |
| 6M | -50.8% | -11.3% | -39.6% | -49.4% |
| YTD | -49.2% | -7.6% | -41.6% | -48.5% |
| 1Y | -46.7% | +12.1% | -58.8% | -49.2% |
| All | +755.9% | +652.0% | +103.9% | +375.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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