+653.1%
ASTS vs CEG
+105.3%
+547.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.5% | -12.7% | -14.4% |
| 7D | -29.9% | -9.4% | -20.5% | -27.4% |
| 30D | -52.2% | -20.2% | -31.9% | -48.4% |
| 3M | -55.8% | -9.5% | -46.4% | -54.2% |
| 6M | -52.7% | -25.0% | -27.7% | -48.3% |
| YTD | -58.4% | -31.9% | -26.6% | -53.9% |
| 1Y | -57.1% | -33.7% | -23.4% | -51.8% |
| All | +653.1% | +105.3% | +547.8% | +675.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling