+537.8%
ASTS vs CFG
+165.9%
+371.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +1.5% | +5.8% | +6.8% |
| 30D | -8.9% | -3.8% | -5.0% | -7.5% |
| 3M | -41.9% | +11.5% | -53.4% | -44.7% |
| 6M | -40.6% | +19.2% | -59.8% | -44.6% |
| YTD | -14.2% | +23.7% | -37.9% | -20.9% |
| 1Y | +48.9% | +38.8% | +10.0% | +32.0% |
| 3Y | +1,461.7% | +178.9% | +1,282.8% | +1,004.7% |
| 5Y | +404.1% | +101.8% | +302.3% | +287.6% |
| All | +537.8% | +165.9% | +371.8% | +386.8% |
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