+653.1%
ASTS vs CDW
-21.1%
+674.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.1% | -9.1% | -13.7% |
| 7D | -29.9% | -4.1% | -25.8% | -29.0% |
| 30D | -52.2% | +16.7% | -68.9% | -54.0% |
| 3M | -55.8% | +13.6% | -69.4% | -57.5% |
| 6M | -52.7% | +17.0% | -69.7% | -55.9% |
| YTD | -58.4% | +18.1% | -76.6% | -61.6% |
| 1Y | -57.1% | +10.5% | -67.5% | -58.5% |
| All | +653.1% | -21.1% | +674.2% | +718.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling