+431.2%
ASTS vs CELH
+5.1%
+426.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.1% |
| 7D | +7.3% | -7.0% | +14.4% | +9.4% |
| 30D | -8.9% | +5.2% | -14.1% | -11.2% |
| 3M | -41.9% | +10.5% | -52.4% | -44.5% |
| 6M | -40.6% | -32.7% | -7.9% | -35.4% |
| YTD | -14.2% | -33.0% | +18.8% | -7.5% |
| 1Y | +48.9% | -49.5% | +98.4% | +71.8% |
| 3Y | +1,461.7% | -52.6% | +1,514.3% | +1,574.5% |
| All | +431.2% | +5.1% | +426.1% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling