+233.7%
ASTS vs CFG
+147.1%
+86.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.7% |
| 7D | +0.8% | +3.2% | -2.4% | -0.2% |
| 30D | -22.6% | +5.1% | -27.8% | -23.9% |
| 3M | -54.4% | -11.2% | -43.2% | -52.3% |
| 6M | -56.4% | +9.6% | -66.0% | -58.1% |
| YTD | -55.1% | +15.0% | -70.1% | -57.4% |
| 1Y | -46.9% | +29.9% | -76.8% | -51.7% |
| 3Y | +715.0% | +192.1% | +522.9% | +472.6% |
| 5Y | +153.7% | +62.3% | +91.4% | +102.4% |
| All | +233.7% | +147.1% | +86.5% | +162.0% |
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