+244.8%
ASTS vs CDNS
+404.9%
-160.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.5% | -7.2% | -7.9% |
| 7D | -9.3% | +2.4% | -11.8% | -9.9% |
| 30D | -33.9% | -6.0% | -27.9% | -31.1% |
| 3M | -51.0% | -0.1% | -50.9% | -50.8% |
| 6M | -55.1% | -8.6% | -46.5% | -52.9% |
| YTD | -53.6% | +6.1% | -59.7% | -55.9% |
| 1Y | -51.0% | +0.8% | -51.8% | -51.7% |
| 3Y | +681.7% | +26.8% | +654.9% | +562.2% |
| 5Y | +182.4% | +86.9% | +95.5% | +89.1% |
| All | +244.8% | +404.9% | -160.0% | +114.7% |
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