+230.9%
ASTS vs CELH
+2,656.6%
-2,425.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.1% | 0.0% | +5.8% |
| 7D | -21.1% | +10.4% | -31.5% | -22.4% |
| 30D | -46.7% | +19.5% | -66.2% | -48.4% |
| 3M | -52.0% | +35.3% | -87.3% | -54.7% |
| 6M | -54.3% | -2.0% | -52.3% | -54.8% |
| YTD | -55.5% | -29.7% | -25.8% | -53.7% |
| 1Y | -50.5% | -28.6% | -21.8% | -48.7% |
| 3Y | +706.2% | -45.5% | +751.7% | +727.2% |
| 5Y | +165.2% | -10.7% | +175.9% | +121.4% |
| All | +230.9% | +2,656.6% | -2,425.7% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling