+233.7%
ASTS vs CDNS
+391.7%
-158.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.4% | -3.8% |
| 7D | +0.8% | +1.0% | -0.1% | +0.6% |
| 30D | -22.6% | -2.0% | -20.7% | -21.2% |
| 3M | -54.4% | -0.2% | -54.2% | -54.2% |
| 6M | -56.4% | -8.9% | -47.5% | -54.3% |
| YTD | -55.1% | +3.3% | -58.5% | -56.8% |
| 1Y | -46.9% | +2.2% | -49.2% | -48.2% |
| 3Y | +715.0% | +22.4% | +692.6% | +603.7% |
| 5Y | +153.7% | +78.0% | +75.7% | +73.2% |
| All | +233.7% | +391.7% | -158.0% | +110.7% |
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