+48.9%
ASTS vs CELH
-50.1%
+99.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.0% |
| 7D | +7.3% | -7.0% | +14.4% | +9.1% |
| 30D | -8.9% | +5.2% | -14.1% | -11.3% |
| 3M | -41.9% | +10.5% | -52.4% | -44.4% |
| 6M | -40.6% | -32.7% | -7.9% | -34.9% |
| YTD | -14.2% | -33.0% | +18.8% | -7.4% |
| 1Y | +48.9% | -49.5% | +98.4% | +78.8% |
| All | +48.9% | -50.1% | +99.0% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 1y: compounded portfolio wealth divided by compounded CELH 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…
1y analysis · Full analysis span regression · 6 months rolling