+653.1%
ASTS vs CF
+56.6%
+596.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +6.2% | -21.4% | -15.8% |
| 7D | -29.9% | +0.4% | -30.3% | -29.9% |
| 30D | -52.2% | +2.2% | -54.4% | -52.3% |
| 3M | -55.8% | +2.1% | -58.0% | -56.0% |
| 6M | -52.7% | -6.5% | -46.2% | -52.5% |
| YTD | -58.4% | +55.6% | -114.0% | -67.0% |
| 1Y | -57.1% | +42.3% | -99.4% | -64.6% |
| All | +653.1% | +56.6% | +596.5% | +396.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling