-46.1%
ASTS vs CFG
+28.5%
-74.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.0% |
| 7D | +2.8% | -0.8% | +3.6% | +3.9% |
| 30D | -28.8% | +3.1% | -32.0% | -30.2% |
| 3M | -48.9% | -9.7% | -39.2% | -44.9% |
| 6M | -55.6% | +6.7% | -62.3% | -60.6% |
| YTD | -49.6% | +15.2% | -64.8% | -60.0% |
| 1Y | -46.1% | +28.8% | -74.8% | -64.6% |
| All | -46.1% | +28.5% | -74.6% | -64.6% |
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