+209.1%
ASTS vs CFG
+141.7%
+67.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.1% | -12.1% | -14.1% |
| 7D | -29.9% | -2.2% | -27.7% | -29.3% |
| 30D | -52.2% | +0.4% | -52.5% | -52.2% |
| 3M | -55.8% | -12.6% | -43.3% | -53.6% |
| 6M | -52.7% | +0.6% | -53.3% | -53.1% |
| YTD | -58.4% | +12.4% | -70.9% | -60.3% |
| 1Y | -57.1% | +27.7% | -84.8% | -60.7% |
| 3Y | +629.5% | +172.4% | +457.1% | +423.3% |
| 5Y | +147.7% | +64.0% | +83.8% | +98.6% |
| All | +209.1% | +141.7% | +67.4% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling