-51.0%
ASTS vs CELH
-25.9%
-25.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.2% | -7.5% | -8.4% |
| 7D | -9.3% | +9.4% | -18.7% | -10.9% |
| 30D | -33.9% | +14.8% | -48.7% | -35.8% |
| 3M | -51.0% | +20.5% | -71.5% | -53.5% |
| 6M | -55.1% | +1.6% | -56.7% | -56.2% |
| YTD | -53.6% | -28.3% | -25.3% | -52.0% |
| 1Y | -51.0% | -26.4% | -24.6% | -51.5% |
| All | -51.0% | -25.9% | -25.1% | -51.5% |
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