+274.8%
ASTS vs CDNS
+401.2%
-126.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +9.1% |
| 7D | +2.8% | -0.1% | +2.9% | +3.6% |
| 30D | -28.8% | -5.5% | -23.3% | -26.0% |
| 3M | -48.9% | +0.5% | -49.4% | -48.9% |
| 6M | -55.6% | -9.6% | -46.0% | -53.2% |
| YTD | -49.6% | +5.3% | -54.9% | -51.9% |
| 1Y | -46.1% | +3.4% | -49.4% | -47.6% |
| 3Y | +749.7% | +25.9% | +723.8% | +622.4% |
| 5Y | +193.2% | +85.8% | +107.4% | +97.0% |
| All | +274.8% | +401.2% | -126.4% | +134.2% |
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