+209.1%
ASTS vs CDW
+34.5%
+174.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.1% | -9.1% | -13.1% |
| 7D | -29.9% | -4.1% | -25.8% | -28.9% |
| 30D | -52.2% | +16.7% | -68.9% | -54.8% |
| 3M | -55.8% | +13.6% | -69.4% | -58.3% |
| 6M | -52.7% | +17.0% | -69.7% | -57.4% |
| YTD | -58.4% | +18.1% | -76.6% | -62.9% |
| 1Y | -57.1% | +10.5% | -67.5% | -60.3% |
| 3Y | +629.5% | -20.9% | +650.4% | +657.9% |
| 5Y | +147.7% | -9.3% | +157.1% | +141.2% |
| All | +209.1% | +34.5% | +174.6% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling