+244.8%
ASTS vs CFG
+145.5%
+99.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.2% | -8.5% |
| 7D | -9.3% | +0.7% | -10.0% | -9.3% |
| 30D | -33.9% | +2.8% | -36.7% | -34.4% |
| 3M | -51.0% | -10.1% | -40.9% | -49.0% |
| 6M | -55.1% | +3.2% | -58.3% | -55.9% |
| YTD | -53.6% | +14.2% | -67.8% | -55.9% |
| 1Y | -51.0% | +27.4% | -78.4% | -55.0% |
| 3Y | +681.7% | +187.6% | +494.1% | +451.9% |
| 5Y | +182.4% | +65.7% | +116.7% | +125.4% |
| All | +244.8% | +145.5% | +99.3% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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