+537.8%
ASTS vs CF
+246.8%
+291.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.6% |
| 7D | +7.3% | +6.0% | +1.3% | +6.7% |
| 30D | -8.9% | +14.8% | -23.7% | -10.3% |
| 3M | -41.9% | +14.1% | -56.0% | -43.0% |
| 6M | -40.6% | +28.5% | -69.1% | -43.7% |
| YTD | -14.2% | +74.9% | -89.2% | -22.7% |
| 1Y | +48.9% | +61.7% | -12.8% | +35.7% |
| 3Y | +1,461.7% | +80.3% | +1,381.3% | +1,280.8% |
| 5Y | +404.1% | +226.0% | +178.2% | +320.6% |
| All | +537.8% | +246.8% | +291.0% | +431.3% |
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