+264.6%
ASTS vs CDW
+43.3%
+221.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.7% | -16.8% | -8.3% |
| 7D | -15.8% | +3.7% | -19.5% | -17.1% |
| 30D | -39.0% | +26.0% | -65.1% | -44.0% |
| 3M | -49.3% | +10.1% | -59.4% | -51.7% |
| 6M | -47.9% | +26.1% | -74.0% | -54.5% |
| YTD | -51.0% | +25.9% | -76.8% | -57.3% |
| 1Y | -49.2% | +21.5% | -70.7% | -54.8% |
| 3Y | +760.4% | -15.7% | +776.1% | +772.6% |
| 5Y | +185.6% | -2.3% | +188.0% | +171.1% |
| All | +264.6% | +43.3% | +221.2% | +236.2% |
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