-46.5%
ASTS vs CELH
-27.9%
-18.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.3% | -4.9% |
| 7D | +14.2% | +6.2% | +8.1% | +13.0% |
| 30D | -26.7% | +14.2% | -40.9% | -28.7% |
| 3M | -53.6% | +15.5% | -69.0% | -55.4% |
| 6M | -52.7% | +7.7% | -60.4% | -54.3% |
| YTD | -52.5% | -30.3% | -22.2% | -50.4% |
| 1Y | -46.5% | -29.0% | -17.5% | -46.4% |
| All | -46.5% | -27.9% | -18.6% | -46.4% |
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