+209.1%
ASTS vs CDNS
+374.1%
-165.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.5% | -9.7% | -12.3% |
| 7D | -29.9% | -9.1% | -20.7% | -26.0% |
| 30D | -52.2% | -13.4% | -38.8% | -48.1% |
| 3M | -55.8% | -7.6% | -48.2% | -53.9% |
| 6M | -52.7% | -11.9% | -40.8% | -49.5% |
| YTD | -58.4% | -0.4% | -58.1% | -59.3% |
| 1Y | -57.1% | -4.9% | -52.1% | -56.6% |
| 3Y | +629.5% | +24.8% | +604.7% | +522.2% |
| 5Y | +147.7% | +75.0% | +72.8% | +71.2% |
| All | +209.1% | +374.1% | -165.0% | +98.4% |
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