+1,505.9%
ASTS vs CDW
-25.3%
+1,531.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +7.3% | +3.2% | +4.2% | +6.3% |
| 30D | -8.9% | +9.3% | -18.2% | -11.5% |
| 3M | -41.9% | +9.8% | -51.7% | -43.9% |
| 6M | -40.6% | +23.3% | -63.9% | -47.1% |
| YTD | -14.2% | +13.7% | -27.9% | -20.3% |
| 1Y | +48.9% | -6.5% | +55.3% | +55.3% |
| All | +1,505.9% | -25.3% | +1,531.3% | +1,519.9% |
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