+66.1%
ASTS vs CELH
-50.1%
+116.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | -4.1% |
| 7D | 0.0% | -11.7% | +11.7% | +2.8% |
| 30D | -9.2% | +1.6% | -10.8% | -10.4% |
| 3M | -29.6% | -2.0% | -27.7% | -30.7% |
| 6M | -30.5% | -36.2% | +5.7% | -23.2% |
| YTD | -14.1% | -39.6% | +25.5% | -5.1% |
| All | +66.1% | -50.1% | +116.2% | +113.3% |
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