+264.6%
ASTS vs CF
+190.5%
+74.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.7% |
| 7D | -15.8% | -6.9% | -8.9% | -15.2% |
| 30D | -39.0% | -3.7% | -35.3% | -38.8% |
| 3M | -49.3% | -5.0% | -44.4% | -49.2% |
| 6M | -47.9% | -10.5% | -37.5% | -47.7% |
| YTD | -51.0% | +46.5% | -97.5% | -55.0% |
| 1Y | -49.2% | +34.8% | -84.0% | -52.7% |
| 3Y | +760.4% | +46.7% | +713.7% | +677.6% |
| 5Y | +185.6% | +112.0% | +73.6% | +147.7% |
| All | +264.6% | +190.5% | +74.1% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling