-46.9%
ASTS vs CFG
+28.3%
-75.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -6.0% |
| 7D | +0.8% | +3.2% | -2.4% | -1.4% |
| 30D | -22.6% | +5.1% | -27.8% | -25.3% |
| 3M | -54.4% | -11.2% | -43.2% | -50.3% |
| 6M | -56.4% | +9.6% | -66.0% | -62.4% |
| YTD | -55.1% | +15.0% | -70.1% | -64.2% |
| 1Y | -46.9% | +29.9% | -76.8% | -65.2% |
| All | -46.9% | +28.3% | -75.3% | -65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling