+537.8%
ASTS vs CDNS
+345.6%
+192.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +2.4% |
| 7D | +7.3% | -14.0% | +21.3% | +16.1% |
| 30D | -8.9% | -13.2% | +4.3% | -2.0% |
| 3M | -41.9% | -28.9% | -13.0% | -30.5% |
| 6M | -40.6% | -4.2% | -36.4% | -39.8% |
| YTD | -14.2% | -6.4% | -7.8% | -13.4% |
| 1Y | +48.9% | -16.2% | +65.1% | +60.2% |
| 3Y | +1,461.7% | +20.2% | +1,441.5% | +1,254.4% |
| 5Y | +404.1% | +76.6% | +327.5% | +252.8% |
| All | +537.8% | +345.6% | +192.2% | +322.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling