+576.8%
ASTS vs CELH
+2,433.7%
-1,856.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.6% | +9.7% | +6.7% |
| 7D | +18.5% | -3.8% | +22.3% | +19.2% |
| 30D | -8.1% | +6.4% | -14.5% | -9.4% |
| 3M | -28.2% | +5.6% | -33.7% | -29.6% |
| 6M | -26.1% | -31.1% | +5.0% | -22.5% |
| YTD | -9.0% | -35.4% | +26.4% | -3.9% |
| 1Y | +62.2% | -46.9% | +109.1% | +76.2% |
| 3Y | +1,621.9% | -56.0% | +1,677.9% | +1,731.1% |
| 5Y | +457.0% | +1.2% | +455.8% | +368.5% |
| All | +576.8% | +2,433.7% | -1,856.9% | +470.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling