+244.8%
ASTS vs CDW
+43.9%
+201.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.9% | -11.6% | -9.7% |
| 7D | -9.3% | +13.1% | -22.4% | -13.1% |
| 30D | -33.9% | +19.1% | -53.0% | -37.9% |
| 3M | -51.0% | +24.7% | -75.7% | -55.1% |
| 6M | -55.1% | +63.4% | -118.5% | -63.6% |
| YTD | -53.6% | +26.3% | -79.9% | -59.5% |
| 1Y | -51.0% | +20.6% | -71.5% | -56.2% |
| 3Y | +681.7% | -16.3% | +698.0% | +697.3% |
| 5Y | +182.4% | -3.9% | +186.3% | +169.1% |
| All | +244.8% | +43.9% | +201.0% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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