+230.9%
ASTS vs CDW
+33.4%
+197.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +7.9% | +7.3% |
| 7D | -21.1% | +2.1% | -23.2% | -21.7% |
| 30D | -46.7% | +14.7% | -61.4% | -49.3% |
| 3M | -52.0% | +11.1% | -63.1% | -54.3% |
| 6M | -54.3% | +45.6% | -99.8% | -61.5% |
| YTD | -55.5% | +17.1% | -72.6% | -60.1% |
| 1Y | -50.5% | +13.2% | -63.6% | -54.8% |
| 3Y | +706.2% | -22.2% | +728.4% | +742.7% |
| 5Y | +165.2% | -10.1% | +175.3% | +158.9% |
| All | +230.9% | +33.4% | +197.6% | +213.5% |
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