+230.9%
ASTS vs CDNS
+387.0%
-156.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.3% | +5.6% |
| 7D | -21.1% | -2.4% | -18.7% | -19.8% |
| 30D | -46.7% | -10.2% | -36.5% | -43.2% |
| 3M | -52.0% | -5.5% | -46.5% | -50.5% |
| 6M | -54.3% | -9.9% | -44.4% | -51.8% |
| YTD | -55.5% | +2.3% | -57.8% | -57.0% |
| 1Y | -50.5% | -1.4% | -49.1% | -50.8% |
| 3Y | +706.2% | +28.1% | +678.1% | +578.5% |
| 5Y | +165.2% | +79.7% | +85.5% | +80.7% |
| All | +230.9% | +387.0% | -156.1% | +109.5% |
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