+537.8%
ASTS vs CDE
+287.3%
+250.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | +7.3% | +0.5% | +6.8% | +7.3% |
| 30D | -8.9% | +21.9% | -30.7% | -12.6% |
| 3M | -41.9% | +14.9% | -56.9% | -43.6% |
| 6M | -40.6% | -10.5% | -30.1% | -39.9% |
| YTD | -14.2% | +19.3% | -33.5% | -17.1% |
| 1Y | +48.9% | +50.8% | -2.0% | +38.9% |
| 3Y | +1,461.7% | +782.3% | +679.3% | +1,052.9% |
| 5Y | +404.1% | +191.7% | +212.4% | +287.3% |
| All | +537.8% | +287.3% | +250.4% | +392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling