-50.5%
ASTS vs CFG
+27.1%
-77.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.8% |
| 7D | -21.1% | -0.9% | -20.2% | -20.4% |
| 30D | -46.7% | +1.1% | -47.8% | -47.0% |
| 3M | -52.0% | -12.0% | -40.0% | -47.2% |
| 6M | -54.3% | -2.2% | -52.0% | -55.8% |
| YTD | -55.5% | +11.4% | -66.9% | -63.9% |
| 1Y | -50.5% | +27.8% | -78.3% | -68.2% |
| All | -50.5% | +27.1% | -77.6% | -68.2% |
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