-40.6%
ASTS vs CELH
-35.3%
-5.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.8% |
| 7D | +7.3% | -7.0% | +14.4% | +8.6% |
| 30D | -8.9% | +5.2% | -14.1% | -11.5% |
| 3M | -41.9% | +10.5% | -52.4% | -44.3% |
| 6M | -40.6% | -32.7% | -7.9% | -27.2% |
| All | -40.6% | -35.3% | -5.3% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling