+230.9%
ASTS vs CFG
+139.5%
+91.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.4% |
| 7D | -21.1% | -0.9% | -20.2% | -20.8% |
| 30D | -46.7% | +1.1% | -47.8% | -46.9% |
| 3M | -52.0% | -12.0% | -40.0% | -49.7% |
| 6M | -54.3% | -2.2% | -52.0% | -54.2% |
| YTD | -55.5% | +11.4% | -66.9% | -57.4% |
| 1Y | -50.5% | +27.8% | -78.3% | -54.7% |
| 3Y | +706.2% | +173.3% | +532.9% | +478.0% |
| 5Y | +165.2% | +62.4% | +102.8% | +113.3% |
| All | +230.9% | +139.5% | +91.4% | +162.5% |
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