+230.9%
ASTS vs CF
+210.5%
+20.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +7.0% |
| 7D | -21.1% | -3.2% | -17.9% | -20.9% |
| 30D | -46.7% | +4.3% | -51.0% | -47.0% |
| 3M | -52.0% | +2.8% | -54.8% | -52.3% |
| 6M | -54.3% | +0.6% | -54.9% | -54.7% |
| YTD | -55.5% | +56.6% | -112.1% | -59.5% |
| 1Y | -50.5% | +49.6% | -100.1% | -54.6% |
| 3Y | +706.2% | +61.5% | +644.7% | +620.8% |
| 5Y | +165.2% | +124.0% | +41.3% | +128.4% |
| All | +230.9% | +210.5% | +20.4% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling