+431.2%
ASTS vs CFG
+101.4%
+329.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +1.5% | +5.8% | +6.3% |
| 30D | -8.9% | -3.8% | -5.0% | -6.1% |
| 3M | -41.9% | +11.5% | -53.4% | -47.5% |
| 6M | -40.6% | +19.2% | -59.8% | -48.7% |
| YTD | -14.2% | +23.7% | -37.9% | -28.1% |
| 1Y | +48.9% | +38.8% | +10.0% | +14.7% |
| 3Y | +1,461.7% | +178.9% | +1,282.8% | +569.4% |
| All | +431.2% | +101.4% | +329.8% | +183.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling