+1,505.9%
ASTS vs CF
+73.9%
+1,432.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.7% |
| 7D | +7.3% | +6.0% | +1.3% | +6.6% |
| 30D | -8.9% | +14.8% | -23.7% | -10.4% |
| 3M | -41.9% | +14.1% | -56.0% | -43.1% |
| 6M | -40.6% | +28.5% | -69.1% | -46.6% |
| YTD | -14.2% | +74.9% | -89.2% | -31.8% |
| 1Y | +48.9% | +61.7% | -12.8% | +21.6% |
| All | +1,505.9% | +73.9% | +1,432.0% | +1,015.5% |
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