+277.6%
ASTS vs CDNS
+412.3%
-134.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.2% | +8.9% | +11.3% |
| 7D | +1.5% | +2.1% | -0.6% | +1.0% |
| 30D | -27.6% | -4.6% | -23.0% | -25.2% |
| 3M | -48.7% | -0.8% | -47.9% | -48.4% |
| 6M | -50.8% | -7.2% | -43.6% | -48.9% |
| YTD | -49.2% | +7.7% | -56.9% | -52.2% |
| 1Y | -46.7% | +3.5% | -50.2% | -48.3% |
| 3Y | +793.2% | +31.2% | +762.0% | +642.9% |
| 5Y | +195.6% | +84.5% | +111.1% | +97.6% |
| All | +277.6% | +412.3% | -134.7% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling