+469.3%
ASTS vs CEG
+672.0%
-202.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.8% | -8.6% | -6.8% |
| 7D | +14.2% | +17.8% | -3.6% | +8.2% |
| 30D | -26.7% | -4.5% | -22.2% | -25.2% |
| 3M | -53.6% | +1.5% | -55.1% | -53.7% |
| 6M | -52.7% | -3.5% | -49.2% | -52.3% |
| YTD | -52.5% | -19.7% | -32.8% | -49.9% |
| 1Y | -46.5% | -19.8% | -26.7% | -43.3% |
| 3Y | +700.5% | +136.4% | +564.0% | +504.8% |
| All | +469.3% | +672.0% | -202.7% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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